+155.6%
GS vs ECL
+38.6%
+117.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.4% |
| 7D | +5.9% | +2.9% | +3.0% | +4.6% |
| 30D | +4.3% | +7.5% | -3.2% | +1.2% |
| 3M | -11.7% | +12.2% | -23.9% | -16.0% |
| 6M | -3.2% | +24.6% | -27.7% | -12.6% |
| YTD | +5.8% | +18.8% | -13.0% | -2.6% |
| 1Y | +16.0% | +19.3% | -3.3% | +6.5% |
| 3Y | +199.8% | +78.2% | +121.6% | +124.6% |
| All | +155.6% | +38.6% | +117.0% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling