+185.7%
GS vs EWT
+153.4%
+32.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.1% |
| 7D | +0.9% | +4.0% | -3.0% | -1.4% |
| 30D | -1.6% | +10.3% | -11.9% | -7.4% |
| 3M | -4.5% | +6.1% | -10.6% | -8.7% |
| 6M | +20.9% | +56.6% | -35.8% | -10.6% |
| YTD | +19.9% | +76.6% | -56.7% | -18.2% |
| 1Y | +41.4% | +97.9% | -56.5% | -10.7% |
| 3Y | +239.2% | +198.0% | +41.2% | +57.3% |
| All | +185.7% | +153.4% | +32.3% | +52.3% |
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