+16.0%
GS vs EWT
+56.8%
-40.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | +9.1% | -3.3% | +1.3% |
| 30D | +4.3% | -12.2% | +16.5% | +10.8% |
| 3M | -11.7% | -9.4% | -2.2% | -7.8% |
| 6M | -3.2% | +2.7% | -5.8% | -6.7% |
| YTD | +5.8% | +53.3% | -47.5% | -21.8% |
| 1Y | +16.0% | +59.2% | -43.1% | -16.2% |
| All | +16.0% | +56.8% | -40.7% | -16.2% |
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