+185.7%
GS vs AME
+82.5%
+103.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -1.0% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -1.6% | -6.7% | +5.1% | +3.2% |
| 3M | -4.5% | +4.1% | -8.5% | -7.4% |
| 6M | +20.9% | +1.6% | +19.3% | +19.0% |
| YTD | +19.9% | +16.1% | +3.7% | +7.4% |
| 1Y | +41.4% | +27.3% | +14.1% | +18.3% |
| 3Y | +239.2% | +50.9% | +188.3% | +148.7% |
| All | +185.7% | +82.5% | +103.3% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling