+1,833.6%
GS vs ES
+980.9%
+852.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.7% |
| 7D | +0.3% | +5.3% | -5.0% | -1.8% |
| 30D | +3.9% | +8.9% | -5.1% | +0.2% |
| 3M | -11.4% | -1.9% | -9.5% | -10.9% |
| 6M | +3.7% | +3.9% | -0.2% | +1.3% |
| YTD | +7.1% | +8.3% | -1.2% | +2.3% |
| 1Y | +19.7% | -0.1% | +19.8% | +17.5% |
| 3Y | +202.8% | +46.0% | +156.8% | +145.5% |
| 5Y | +156.7% | +3.1% | +153.6% | +138.8% |
| 10Y | +548.7% | +88.4% | +460.3% | +327.0% |
| All | +1,833.6% | +980.9% | +852.7% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling