+155.6%
GS vs AEM
+252.0%
-96.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | -6.8% | +12.7% | +7.0% |
| 30D | +4.3% | +0.8% | +3.5% | +4.0% |
| 3M | -11.7% | -0.8% | -10.8% | -11.8% |
| 6M | -3.2% | -8.5% | +5.3% | -2.8% |
| YTD | +5.8% | +5.9% | -0.1% | +3.9% |
| 1Y | +16.0% | +6.6% | +9.4% | +13.9% |
| 3Y | +199.8% | +302.2% | -102.4% | +148.1% |
| All | +155.6% | +252.0% | -96.4% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling