+186.8%
GS vs ECL
+81.2%
+105.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.4% | -5.3% |
| 7D | -6.3% | +1.7% | -8.0% | -6.8% |
| 30D | -3.1% | +8.9% | -12.1% | -5.8% |
| 3M | -17.7% | +7.4% | -25.1% | -19.6% |
| 6M | -4.6% | +19.3% | -23.9% | -10.7% |
| YTD | +0.3% | +17.4% | -17.1% | -5.6% |
| 1Y | +11.7% | +19.4% | -7.7% | +4.3% |
| All | +186.8% | +81.2% | +105.6% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling