+1,710.5%
GS vs ECL
+1,907.0%
-196.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.4% | -4.4% |
| 7D | -6.3% | +1.7% | -8.0% | -7.3% |
| 30D | -3.1% | +8.9% | -12.1% | -8.4% |
| 3M | -17.7% | +7.4% | -25.1% | -21.6% |
| 6M | -4.6% | +19.3% | -23.9% | -16.1% |
| YTD | +0.3% | +17.4% | -17.1% | -11.1% |
| 1Y | +11.7% | +19.4% | -7.7% | -2.3% |
| 3Y | +183.6% | +80.5% | +103.1% | +82.9% |
| 5Y | +141.0% | +40.2% | +100.7% | +78.6% |
| 10Y | +507.4% | +207.8% | +299.6% | +150.8% |
| All | +1,710.5% | +1,907.0% | -196.5% | +129.3% |
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