+12.1%
GS vs EWT
+41.6%
-29.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.3% |
| 7D | -3.2% | -11.7% | +8.5% | +2.8% |
| 30D | -2.4% | -23.2% | +20.8% | +11.0% |
| 3M | -15.7% | -12.5% | -3.2% | -10.5% |
| 6M | -6.8% | -5.9% | -0.9% | -6.2% |
| YTD | -0.1% | +40.5% | -40.5% | -23.7% |
| 1Y | +12.1% | +43.7% | -31.6% | -16.0% |
| All | +12.1% | +41.6% | -29.5% | -16.0% |
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