+185.7%
GS vs ETN
+167.9%
+17.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.6% |
| 7D | +0.9% | +2.0% | -1.1% | -0.1% |
| 30D | -1.6% | -7.9% | +6.3% | +2.2% |
| 3M | -4.5% | -1.6% | -2.9% | -4.7% |
| 6M | +20.9% | +16.9% | +4.0% | +9.7% |
| YTD | +19.9% | +30.1% | -10.2% | +2.5% |
| 1Y | +41.4% | +19.3% | +22.1% | +25.4% |
| 3Y | +239.2% | +82.5% | +156.6% | +129.7% |
| All | +185.7% | +167.9% | +17.9% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling