+1,704.0%
GS vs ETN
+3,913.5%
-2,209.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -3.0% |
| 7D | -3.2% | -7.6% | +4.4% | +0.4% |
| 30D | -2.4% | -20.8% | +18.4% | +10.4% |
| 3M | -15.7% | -23.6% | +7.8% | -3.4% |
| 6M | -6.8% | -18.5% | +11.7% | +1.3% |
| YTD | -0.1% | +8.2% | -8.2% | -9.2% |
| 1Y | +12.1% | -8.7% | +20.8% | +12.3% |
| 3Y | +185.8% | +63.3% | +122.5% | +93.4% |
| 5Y | +140.1% | +115.6% | +24.5% | +33.6% |
| 10Y | +505.2% | +586.7% | -81.4% | +64.9% |
| All | +1,704.0% | +3,913.5% | -2,209.5% | +77.5% |
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