+2,064.0%
GS vs ETR
+1,868.4%
+195.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +0.9% | +1.4% | -0.5% | +0.4% |
| 30D | -1.6% | +1.0% | -2.6% | -2.0% |
| 3M | -4.5% | -1.3% | -3.2% | -4.2% |
| 6M | +20.9% | +1.9% | +19.0% | +19.3% |
| YTD | +19.9% | +18.2% | +1.7% | +11.5% |
| 1Y | +41.4% | +24.7% | +16.7% | +28.7% |
| 3Y | +239.2% | +150.7% | +88.5% | +133.4% |
| 5Y | +185.0% | +127.0% | +58.0% | +101.1% |
| 10Y | +655.0% | +295.5% | +359.5% | +324.4% |
| All | +2,064.0% | +1,868.4% | +195.7% | +908.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling