+488.8%
GS vs ES
+91.2%
+397.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.4% | -6.9% |
| 7D | -6.3% | +5.9% | -12.3% | -7.8% |
| 30D | -3.1% | +10.2% | -13.4% | -5.8% |
| 3M | -17.7% | +0.4% | -18.1% | -17.9% |
| 6M | -4.6% | +6.9% | -11.4% | -6.8% |
| YTD | +0.3% | +10.5% | -10.2% | -3.3% |
| 1Y | +11.7% | +3.2% | +8.5% | +9.4% |
| 3Y | +183.6% | +49.0% | +134.5% | +142.9% |
| 5Y | +141.0% | +4.5% | +136.5% | +129.5% |
| All | +488.8% | +91.2% | +397.6% | +550.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling