+2,064.0%
GS vs ETN
+4,725.4%
-2,661.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -2.0% |
| 7D | +0.9% | +2.0% | -1.1% | -0.3% |
| 30D | -1.6% | -7.9% | +6.3% | +3.0% |
| 3M | -4.5% | -1.6% | -2.9% | -4.9% |
| 6M | +20.9% | +16.9% | +4.0% | +7.6% |
| YTD | +19.9% | +30.1% | -10.2% | -0.5% |
| 1Y | +41.4% | +19.3% | +22.1% | +22.5% |
| 3Y | +239.2% | +82.5% | +156.6% | +117.8% |
| 5Y | +185.0% | +166.8% | +18.2% | +42.1% |
| 10Y | +655.0% | +649.7% | +5.2% | +98.2% |
| All | +2,064.0% | +4,725.4% | -2,661.4% | +94.5% |
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 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