+457.2%
GS vs ECL
+196.4%
+260.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +1.6% | +0.4% | +1.1% | +1.4% |
| 30D | +1.7% | +8.6% | -6.9% | -3.1% |
| 3M | -11.6% | +7.9% | -19.5% | -15.6% |
| 6M | -1.9% | +21.0% | -22.9% | -13.2% |
| YTD | +5.1% | +17.5% | -12.5% | -5.7% |
| 1Y | +16.4% | +19.7% | -3.2% | +3.2% |
| 3Y | +199.0% | +77.4% | +121.5% | +102.0% |
| 5Y | +157.4% | +38.7% | +118.7% | +101.0% |
| 10Y | +457.2% | +193.5% | +263.7% | +162.9% |
| All | +457.2% | +196.4% | +260.8% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling