+443.8%
GS vs ETSY
+190.1%
+253.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | -2.4% | +25.8% | -28.2% | -5.4% |
| 3M | -15.7% | +9.3% | -25.1% | -17.0% |
| 6M | -6.8% | +38.4% | -45.2% | -11.1% |
| YTD | -0.1% | +62.2% | -62.3% | -7.3% |
| 1Y | +12.1% | +58.3% | -46.2% | +4.2% |
| 3Y | +185.8% | +42.6% | +143.2% | +162.0% |
| 5Y | +140.1% | -65.4% | +205.5% | +149.9% |
| 10Y | +505.2% | +685.4% | -180.2% | +319.4% |
| All | +443.8% | +190.1% | +253.7% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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