+198.8%
GS vs EQX
+129.7%
+69.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -0.9% |
| 7D | +5.1% | -8.3% | +13.5% | +6.2% |
| 30D | +2.4% | -4.7% | +7.1% | +2.8% |
| 3M | -11.5% | -10.1% | -1.3% | -10.7% |
| 6M | -2.5% | -29.9% | +27.4% | -0.2% |
| YTD | +5.5% | -26.0% | +31.5% | +6.9% |
| 1Y | +11.0% | -21.0% | +32.0% | +11.9% |
| All | +198.8% | +129.7% | +69.1% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling