+642.6%
GS vs ET
+163.5%
+479.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +0.2% | +6.9% | -6.7% | -2.4% |
| 3M | -0.3% | +13.1% | -13.4% | -5.3% |
| 6M | +27.4% | +18.7% | +8.6% | +18.4% |
| YTD | +19.6% | +37.4% | -17.8% | +4.8% |
| 1Y | +42.5% | +34.8% | +7.7% | +25.5% |
| 3Y | +240.4% | +96.8% | +143.6% | +160.1% |
| 5Y | +188.9% | +238.2% | -49.3% | +78.3% |
| 10Y | +642.6% | +159.4% | +483.1% | +345.7% |
| All | +642.6% | +163.5% | +479.1% | +345.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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