+186.8%
GS vs EW
+50.0%
+136.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -6.6% |
| 7D | -6.3% | +6.8% | -13.1% | -7.3% |
| 30D | -3.1% | +16.6% | -19.7% | -5.5% |
| 3M | -17.7% | +13.3% | -31.0% | -19.3% |
| 6M | -4.6% | +21.6% | -26.2% | -7.8% |
| YTD | +0.3% | +18.3% | -18.0% | -2.8% |
| 1Y | +11.7% | +21.7% | -10.0% | +7.8% |
| All | +186.8% | +50.0% | +136.8% | +146.3% |
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