+2,064.0%
GS vs ECL
+1,727.9%
+336.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | -2.6% | +3.5% | +2.7% |
| 30D | -1.6% | -2.2% | +0.6% | -0.3% |
| 3M | -4.5% | +10.1% | -14.6% | -11.2% |
| 6M | +20.9% | -5.7% | +26.6% | +24.4% |
| YTD | +19.9% | +7.0% | +12.9% | +13.1% |
| 1Y | +41.4% | +2.7% | +38.8% | +36.2% |
| 3Y | +239.2% | +57.7% | +181.4% | +139.2% |
| 5Y | +185.0% | +31.1% | +153.9% | +120.2% |
| 10Y | +655.0% | +150.9% | +504.1% | +258.5% |
| All | +2,064.0% | +1,727.9% | +336.1% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling