+139.3%
GS vs EWT
+103.1%
+36.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.7% |
| 7D | -3.2% | -11.7% | +8.5% | +3.9% |
| 30D | -2.4% | -23.2% | +20.8% | +13.6% |
| 3M | -15.7% | -12.5% | -3.2% | -9.6% |
| 6M | -6.8% | -5.9% | -0.9% | -5.5% |
| YTD | -0.1% | +40.5% | -40.5% | -22.2% |
| 1Y | +12.1% | +43.7% | -31.6% | -14.1% |
| 3Y | +185.8% | +136.6% | +49.1% | +51.7% |
| All | +139.3% | +103.1% | +36.2% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling