+160.0%
GS vs EWT
+127.6%
+32.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | -1.6% |
| 7D | -0.1% | +3.2% | -3.3% | -2.3% |
| 30D | +3.7% | -12.3% | +16.0% | +11.5% |
| 3M | -10.0% | -3.6% | -6.4% | -8.8% |
| 6M | -1.0% | +3.1% | -4.1% | -4.9% |
| YTD | +7.0% | +57.7% | -50.7% | -22.3% |
| 1Y | +16.6% | +60.3% | -43.6% | -16.2% |
| 3Y | +204.4% | +163.4% | +41.0% | +51.8% |
| 5Y | +160.0% | +127.4% | +32.6% | +46.8% |
| All | +160.0% | +127.6% | +32.4% | +46.8% |
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