+11.7%
GS vs ES
+1.7%
+10.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.4% | -6.3% |
| 7D | -6.3% | +5.9% | -12.3% | -6.1% |
| 30D | -3.1% | +10.2% | -13.4% | -2.7% |
| 3M | -17.7% | +0.4% | -18.1% | -17.7% |
| 6M | -4.6% | +6.9% | -11.4% | -4.7% |
| YTD | +0.3% | +10.5% | -10.2% | -0.1% |
| 1Y | +11.7% | +3.2% | +8.5% | +11.3% |
| All | +11.7% | +1.7% | +10.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling