+1,252.4%
GS vs EW
+6,974.1%
-5,721.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | -1.6% | +1.0% | -2.6% | -1.9% |
| 3M | -4.5% | +2.8% | -7.3% | -5.5% |
| 6M | +20.9% | +5.5% | +15.4% | +18.5% |
| YTD | +19.9% | +5.5% | +14.4% | +17.4% |
| 1Y | +41.4% | +11.0% | +30.4% | +36.2% |
| 3Y | +239.2% | +17.7% | +221.5% | +209.1% |
| 5Y | +185.0% | -25.7% | +210.8% | +190.5% |
| 10Y | +655.0% | +132.8% | +522.2% | +435.2% |
| All | +1,252.4% | +6,974.1% | -5,721.7% | +267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling