+37.3%
GS vs ETN
+20.0%
+17.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +2.4% | +6.2% | -3.8% | +0.1% |
| 30D | -0.1% | -6.7% | +6.6% | +2.3% |
| 3M | +0.2% | +3.6% | -3.4% | -2.0% |
| 6M | +24.8% | +18.3% | +6.5% | +15.8% |
| YTD | +18.8% | +31.5% | -12.7% | +6.1% |
| 1Y | +37.3% | +20.6% | +16.8% | +27.4% |
| All | +37.3% | +20.0% | +17.3% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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