+1,366.3%
GS vs EWT
+452.2%
+914.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.7% |
| 3M | -15.7% | -12.5% | -3.2% | -9.5% |
| 6M | -6.8% | -5.9% | -0.9% | -5.0% |
| YTD | -0.1% | +40.5% | -40.5% | -20.5% |
| 1Y | +12.1% | +43.7% | -31.6% | -12.1% |
| 3Y | +185.8% | +136.6% | +49.1% | +63.5% |
| 5Y | +140.1% | +105.1% | +35.0% | +49.0% |
| 10Y | +505.2% | +387.0% | +118.3% | +126.4% |
| All | +1,366.3% | +452.2% | +914.2% | +257.1% |
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