+240.4%
GS vs ETN
+86.9%
+153.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.4% |
| 7D | +3.4% | +8.0% | -4.7% | -0.1% |
| 30D | +0.2% | -5.9% | +6.1% | +2.7% |
| 3M | -0.3% | +5.0% | -5.3% | -3.4% |
| 6M | +27.4% | +22.4% | +5.0% | +14.3% |
| YTD | +19.6% | +33.6% | -14.0% | +2.6% |
| 1Y | +42.5% | +22.1% | +20.3% | +26.5% |
| 3Y | +240.4% | +85.6% | +154.9% | +147.1% |
| All | +240.4% | +86.9% | +153.5% | +147.1% |
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