+155.4%
GS vs ETR
+157.4%
-2.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.6% | +2.6% | -1.0% | +0.8% |
| 30D | +1.7% | +8.7% | -7.0% | -1.1% |
| 3M | -11.6% | +6.4% | -18.0% | -13.4% |
| 6M | -1.9% | +0.7% | -2.6% | -2.3% |
| YTD | +5.1% | +23.0% | -18.0% | -3.4% |
| 1Y | +16.4% | +17.9% | -1.5% | +8.8% |
| 3Y | +199.0% | +154.9% | +44.0% | +108.4% |
| All | +155.4% | +157.4% | -2.0% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling