+619.6%
GS vs EQX
+238.5%
+381.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +3.4% | +3.8% | -0.4% | +3.1% |
| 30D | +0.2% | +9.4% | -9.2% | -0.6% |
| 3M | -0.3% | +16.8% | -17.2% | -1.8% |
| 6M | +27.4% | -23.7% | +51.0% | +29.0% |
| YTD | +19.6% | -9.6% | +29.2% | +19.3% |
| 1Y | +42.5% | +29.1% | +13.3% | +38.4% |
| 3Y | +240.4% | +175.3% | +65.1% | +208.7% |
| 5Y | +188.9% | +77.3% | +111.6% | +160.5% |
| All | +619.6% | +238.5% | +381.1% | +633.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling