+478.5%
GS vs AME
+465.0%
+13.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +1.5% |
| 7D | +0.8% | -1.5% | +2.4% | +1.7% |
| 30D | +1.2% | -4.2% | +5.4% | +4.1% |
| 3M | -12.4% | -5.9% | -6.5% | -8.8% |
| 6M | -2.3% | +2.8% | -5.1% | -5.2% |
| YTD | +4.6% | +16.6% | -12.0% | -8.0% |
| 1Y | +17.5% | +22.1% | -4.6% | -0.2% |
| 3Y | +202.0% | +64.7% | +137.4% | +99.6% |
| 5Y | +152.4% | +76.6% | +75.8% | +55.4% |
| 10Y | +478.5% | +443.9% | +34.7% | +49.2% |
| All | +478.5% | +465.0% | +13.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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