+1,659.0%
GS vs EWT
+594.1%
+1,064.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -4.5% | +6.1% | -10.6% | -8.5% |
| 6M | +20.9% | +56.6% | -35.8% | -9.1% |
| YTD | +19.9% | +76.6% | -56.7% | -16.3% |
| 1Y | +41.4% | +97.9% | -56.5% | -8.0% |
| 3Y | +239.2% | +198.0% | +41.2% | +70.2% |
| 5Y | +185.0% | +151.8% | +33.3% | +57.5% |
| 10Y | +655.0% | +514.1% | +140.8% | +147.2% |
| All | +1,659.0% | +594.1% | +1,064.9% | +276.0% |
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