+243.0%
GS vs EWT
+196.6%
+46.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.0% |
| 7D | +0.9% | +4.0% | -3.0% | -1.3% |
| 30D | -1.6% | +10.3% | -11.9% | -7.0% |
| 3M | -4.5% | +6.1% | -10.6% | -8.4% |
| 6M | +20.9% | +56.6% | -35.8% | -8.7% |
| YTD | +19.9% | +76.6% | -56.7% | -16.1% |
| 1Y | +41.4% | +97.9% | -56.5% | -7.9% |
| All | +243.0% | +196.6% | +46.4% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling