+911.9%
GS vs ET
+1,435.0%
-523.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | -1.6% | +7.5% | -9.0% | -4.1% |
| 3M | -4.5% | +11.4% | -15.9% | -8.3% |
| 6M | +20.9% | +18.5% | +2.3% | +13.2% |
| YTD | +19.9% | +37.4% | -17.5% | +6.4% |
| 1Y | +41.4% | +30.9% | +10.5% | +27.5% |
| 3Y | +239.2% | +98.7% | +140.4% | +164.6% |
| 5Y | +185.0% | +230.7% | -45.7% | +84.2% |
| 10Y | +655.0% | +175.6% | +479.4% | +371.0% |
| All | +911.9% | +1,435.0% | -523.1% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling