+437.1%
GS vs EW
+249.9%
+187.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.1% | +4.9% | +0.2% | +3.6% |
| 30D | +2.4% | +24.1% | -21.6% | -4.2% |
| 3M | -11.5% | +13.7% | -25.2% | -15.1% |
| 6M | -2.5% | +32.7% | -35.2% | -11.2% |
| YTD | +5.5% | +24.1% | -18.6% | -2.2% |
| 1Y | +11.0% | +23.6% | -12.6% | +3.0% |
| 3Y | +200.1% | +64.8% | +135.3% | +139.7% |
| 5Y | +154.7% | -8.8% | +163.5% | +146.3% |
| All | +437.1% | +249.9% | +187.2% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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