+35.1%
GS vs ET
+35.8%
-0.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.8% |
| 7D | -1.7% | +1.4% | -3.1% | -1.5% |
| 30D | -0.9% | +4.6% | -5.5% | 0.0% |
| 3M | +2.3% | +16.0% | -13.7% | +5.0% |
| 6M | +23.4% | +22.8% | +0.6% | +27.0% |
| YTD | +17.7% | +38.9% | -21.1% | +22.3% |
| 1Y | +35.1% | +34.1% | +1.0% | +37.1% |
| All | +35.1% | +35.8% | -0.7% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling