+438.8%
GS vs AME
+444.5%
-5.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +5.9% | +5.9% | 0.0% | +1.4% |
| 30D | +4.3% | -1.9% | +6.2% | +5.4% |
| 3M | -11.7% | -5.4% | -6.3% | -8.4% |
| 6M | -3.2% | +4.9% | -8.1% | -7.4% |
| YTD | +5.8% | +18.5% | -12.7% | -8.0% |
| 1Y | +16.0% | +25.5% | -9.4% | -3.5% |
| 3Y | +199.8% | +63.0% | +136.7% | +99.9% |
| 5Y | +155.5% | +78.3% | +77.2% | +56.3% |
| All | +438.8% | +444.5% | -5.6% | +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