+185.8%
GS vs ETN
+64.7%
+121.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -2.3% |
| 7D | -3.2% | -7.6% | +4.4% | -0.6% |
| 30D | -2.4% | -20.8% | +18.4% | +7.0% |
| 3M | -15.7% | -23.6% | +7.8% | -6.5% |
| 6M | -6.8% | -18.5% | +11.7% | -0.6% |
| YTD | -0.1% | +8.2% | -8.2% | -7.8% |
| 1Y | +12.1% | -8.7% | +20.8% | +12.2% |
| 3Y | +185.8% | +63.3% | +122.5% | +103.3% |
| All | +185.8% | +64.7% | +121.1% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling