+1,371.6%
GS vs EWT
+431.4%
+940.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.5% | +5.2% | +0.5% |
| 7D | -6.3% | -19.0% | +12.6% | +5.9% |
| 30D | -3.1% | -27.0% | +23.8% | +16.4% |
| 3M | -17.7% | -15.6% | -2.1% | -9.5% |
| 6M | -4.6% | -7.4% | +2.9% | -1.7% |
| YTD | +0.3% | +35.2% | -34.9% | -18.3% |
| 1Y | +11.7% | +36.0% | -24.3% | -9.3% |
| 3Y | +183.6% | +128.2% | +55.3% | +65.9% |
| 5Y | +141.0% | +97.4% | +43.6% | +53.2% |
| 10Y | +507.4% | +368.6% | +138.8% | +132.7% |
| All | +1,371.6% | +431.4% | +940.3% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling