+187.0%
GS vs EQX
+79.7%
+107.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | +2.4% | +1.7% | +0.7% | +2.3% |
| 30D | -0.1% | +11.1% | -11.2% | -1.1% |
| 3M | +0.2% | +23.1% | -22.9% | -2.0% |
| 6M | +24.8% | -21.8% | +46.6% | +26.2% |
| YTD | +18.8% | -8.1% | +26.8% | +18.1% |
| 1Y | +37.3% | +29.7% | +7.6% | +32.9% |
| 3Y | +237.9% | +179.9% | +58.0% | +202.2% |
| 5Y | +187.0% | +82.5% | +104.5% | +147.6% |
| All | +187.0% | +79.7% | +107.3% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling