+16.6%
GS vs EWT
+60.8%
-44.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | -1.1% |
| 7D | -0.1% | +3.2% | -3.3% | -1.9% |
| 30D | +3.7% | -12.3% | +16.0% | +10.3% |
| 3M | -10.0% | -3.6% | -6.4% | -8.9% |
| 6M | -1.0% | +3.1% | -4.1% | -4.8% |
| YTD | +7.0% | +57.7% | -50.7% | -23.4% |
| 1Y | +16.6% | +60.3% | -43.6% | -17.6% |
| All | +16.6% | +60.8% | -44.1% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling