+437.1%
GS vs AME
+442.0%
-4.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.9% |
| 7D | +5.1% | +8.1% | -3.0% | -0.9% |
| 30D | +2.4% | -3.8% | +6.2% | +5.1% |
| 3M | -11.5% | -6.6% | -4.9% | -7.3% |
| 6M | -2.5% | +4.6% | -7.1% | -6.5% |
| YTD | +5.5% | +17.9% | -12.5% | -8.0% |
| 1Y | +11.0% | +23.2% | -12.2% | -6.3% |
| 3Y | +200.1% | +62.9% | +137.1% | +100.2% |
| 5Y | +154.7% | +77.5% | +77.2% | +56.3% |
| All | +437.1% | +442.0% | -4.9% | +41.0% |
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