+458.9%
GS vs EWT
+467.1%
-8.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | -2.2% |
| 7D | -0.1% | +3.2% | -3.3% | -2.8% |
| 30D | +3.7% | -12.3% | +16.0% | +12.8% |
| 3M | -10.0% | -3.6% | -6.4% | -8.7% |
| 6M | -1.0% | +3.1% | -4.1% | -5.8% |
| YTD | +7.0% | +57.7% | -50.7% | -26.5% |
| 1Y | +16.6% | +60.3% | -43.6% | -20.9% |
| 3Y | +204.4% | +163.4% | +41.0% | +35.8% |
| 5Y | +160.0% | +127.4% | +32.6% | +30.0% |
| 10Y | +458.9% | +462.7% | -3.8% | +41.6% |
| All | +458.9% | +467.1% | -8.2% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling