+1,441.5%
GS vs EWT
+485.8%
+955.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +1.0% |
| 7D | +1.6% | -3.7% | +5.2% | +3.5% |
| 30D | +1.7% | -17.2% | +18.8% | +13.2% |
| 3M | -11.6% | -7.3% | -4.2% | -8.2% |
| 6M | -1.9% | -1.5% | -0.4% | -2.8% |
| YTD | +5.1% | +49.0% | -44.0% | -19.3% |
| 1Y | +16.4% | +50.6% | -34.2% | -11.2% |
| 3Y | +199.0% | +148.9% | +50.1% | +65.9% |
| 5Y | +157.4% | +116.1% | +41.4% | +54.8% |
| 10Y | +457.2% | +427.8% | +29.4% | +99.2% |
| All | +1,441.5% | +485.8% | +955.6% | +262.2% |
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