+1,704.0%
GS vs AEM
+4,006.0%
-2,302.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -3.2% | +15.8% | -19.0% | -4.1% |
| 30D | -2.4% | +6.2% | -8.6% | -2.8% |
| 3M | -15.7% | +14.3% | -30.1% | -16.5% |
| 6M | -6.8% | +1.4% | -8.2% | -7.1% |
| YTD | -0.1% | +13.7% | -13.8% | -1.1% |
| 1Y | +12.1% | +21.3% | -9.2% | +10.5% |
| 3Y | +185.8% | +309.9% | -124.1% | +163.2% |
| 5Y | +140.1% | +301.0% | -160.9% | +119.9% |
| 10Y | +505.2% | +344.0% | +161.2% | +441.6% |
| All | +1,704.0% | +4,006.0% | -2,302.0% | +1,742.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling