+457.2%
GS vs AME
+438.4%
+18.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.6% | -4.1% | +5.7% | +4.6% |
| 30D | +1.7% | -4.1% | +5.8% | +4.6% |
| 3M | -11.6% | -5.6% | -6.0% | -8.2% |
| 6M | -1.9% | +2.8% | -4.7% | -4.8% |
| YTD | +5.1% | +16.6% | -11.5% | -7.6% |
| 1Y | +16.4% | +21.1% | -4.7% | -0.5% |
| 3Y | +199.0% | +61.1% | +137.9% | +101.2% |
| 5Y | +157.4% | +76.6% | +80.9% | +58.7% |
| 10Y | +457.2% | +431.3% | +25.9% | +49.1% |
| All | +457.2% | +438.4% | +18.8% | +49.1% |
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