+199.8%
GS vs EWT
+157.5%
+42.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | +9.1% | -3.3% | +0.9% |
| 30D | +4.3% | -12.2% | +16.5% | +11.4% |
| 3M | -11.7% | -9.4% | -2.2% | -7.5% |
| 6M | -3.2% | +2.7% | -5.8% | -6.5% |
| YTD | +5.8% | +53.3% | -47.5% | -19.9% |
| 1Y | +16.0% | +59.2% | -43.1% | -14.1% |
| 3Y | +199.8% | +157.1% | +42.7% | +65.5% |
| All | +199.8% | +157.5% | +42.3% | +65.5% |
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