+478.5%
GS vs AEM
+366.3%
+112.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.8% | -0.2% | +4.3% |
| 7D | +0.8% | +17.8% | -17.0% | -0.6% |
| 30D | +1.2% | +6.2% | -5.0% | +0.6% |
| 3M | -12.4% | +12.5% | -24.9% | -13.3% |
| 6M | -2.3% | +4.4% | -6.7% | -3.2% |
| YTD | +4.6% | +19.2% | -14.6% | +2.9% |
| 1Y | +17.5% | +25.5% | -8.0% | +15.3% |
| 3Y | +202.0% | +346.4% | -144.4% | +179.6% |
| 5Y | +152.4% | +305.7% | -153.3% | +132.6% |
| 10Y | +478.5% | +375.9% | +102.6% | +425.5% |
| All | +478.5% | +366.3% | +112.2% | +425.5% |
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