+478.5%
GS vs ETR
+356.9%
+121.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.5% | +4.2% |
| 7D | +0.8% | +1.7% | -0.9% | +0.2% |
| 30D | +1.2% | +8.7% | -7.5% | -2.1% |
| 3M | -12.4% | +4.9% | -17.3% | -14.1% |
| 6M | -2.3% | +0.8% | -3.1% | -2.9% |
| YTD | +4.6% | +23.1% | -18.5% | -4.8% |
| 1Y | +17.5% | +17.9% | -0.4% | +8.9% |
| 3Y | +202.0% | +154.5% | +47.5% | +100.3% |
| 5Y | +152.4% | +160.3% | -7.9% | +63.1% |
| 10Y | +478.5% | +366.9% | +111.6% | +320.0% |
| All | +478.5% | +356.9% | +121.6% | +320.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling