+478.5%
GS vs ET
+169.5%
+309.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.3% |
| 7D | +0.8% | -4.4% | +5.3% | +2.6% |
| 30D | +1.2% | -4.8% | +6.0% | +3.0% |
| 3M | -12.4% | -3.4% | -9.0% | -11.5% |
| 6M | -2.3% | +2.2% | -4.5% | -3.7% |
| YTD | +4.6% | +24.2% | -19.6% | -5.0% |
| 1Y | +17.5% | +24.5% | -7.0% | +6.5% |
| 3Y | +202.0% | +83.6% | +118.4% | +136.2% |
| 5Y | +152.4% | +203.4% | -51.0% | +61.9% |
| 10Y | +478.5% | +166.5% | +312.0% | +256.8% |
| All | +478.5% | +169.5% | +309.0% | +256.8% |
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