+486.7%
GS vs AEM
+361.1%
+125.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -3.2% | +15.8% | -19.0% | -4.4% |
| 30D | -2.4% | +6.2% | -8.6% | -3.0% |
| 3M | -15.7% | +14.3% | -30.1% | -16.7% |
| 6M | -6.8% | +1.4% | -8.2% | -7.3% |
| YTD | -0.1% | +13.7% | -13.8% | -1.4% |
| 1Y | +12.1% | +21.3% | -9.2% | +10.3% |
| 3Y | +185.8% | +309.9% | -124.1% | +165.6% |
| 5Y | +140.1% | +301.0% | -160.9% | +121.8% |
| All | +486.7% | +361.1% | +125.6% | +438.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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