+1,031.4%
GS vs EW
+7,833.4%
-6,801.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -6.8% |
| 7D | -6.3% | +6.8% | -13.1% | -8.1% |
| 30D | -3.1% | +16.6% | -19.7% | -7.3% |
| 3M | -17.7% | +13.3% | -31.0% | -20.8% |
| 6M | -4.6% | +21.6% | -26.2% | -10.3% |
| YTD | +0.3% | +18.3% | -18.0% | -5.1% |
| 1Y | +11.7% | +21.7% | -10.0% | +4.8% |
| 3Y | +183.6% | +50.3% | +133.2% | +140.5% |
| 5Y | +141.0% | -15.0% | +156.0% | +136.1% |
| 10Y | +507.4% | +237.5% | +270.0% | +290.4% |
| All | +1,031.4% | +7,833.4% | -6,801.9% | +197.3% |
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 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