+1,831.1%
GS vs ETN
+4,148.5%
-2,317.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.8% |
| 7D | -0.1% | +2.4% | -2.6% | -1.6% |
| 30D | +3.7% | -15.2% | +18.9% | +12.7% |
| 3M | -10.0% | -21.2% | +11.3% | +1.6% |
| 6M | -1.0% | -13.5% | +12.5% | +4.1% |
| YTD | +7.0% | +14.5% | -7.5% | -6.0% |
| 1Y | +16.6% | -0.9% | +17.5% | +11.5% |
| 3Y | +204.4% | +68.6% | +135.8% | +102.3% |
| 5Y | +160.0% | +129.0% | +31.0% | +39.7% |
| 10Y | +458.9% | +556.1% | -97.3% | +56.3% |
| All | +1,831.1% | +4,148.5% | -2,317.4% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling