+1,108.3%
GS vs EW
+7,719.3%
-6,610.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +2.3% |
| 7D | +0.3% | +8.3% | -8.0% | -1.9% |
| 30D | +3.9% | +13.9% | -10.1% | +0.1% |
| 3M | -11.4% | +10.9% | -22.3% | -14.2% |
| 6M | +3.7% | +19.2% | -15.6% | -1.9% |
| YTD | +7.1% | +16.6% | -9.4% | +1.8% |
| 1Y | +19.7% | +18.1% | +1.6% | +13.2% |
| 3Y | +202.8% | +48.2% | +154.7% | +158.0% |
| 5Y | +156.7% | -15.3% | +172.0% | +151.8% |
| 10Y | +548.7% | +232.6% | +316.1% | +318.8% |
| All | +1,108.3% | +7,719.3% | -6,610.9% | +218.9% |
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