+185.8%
GS vs EW
+51.9%
+133.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -3.2% | +11.0% | -14.2% | -4.8% |
| 30D | -2.4% | +19.1% | -21.5% | -5.1% |
| 3M | -15.7% | +14.4% | -30.1% | -17.6% |
| 6M | -6.8% | +22.8% | -29.5% | -10.1% |
| YTD | -0.1% | +19.8% | -19.9% | -3.4% |
| 1Y | +12.1% | +23.9% | -11.8% | +7.8% |
| 3Y | +185.8% | +52.2% | +133.6% | +144.9% |
| All | +185.8% | +51.9% | +133.8% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling