+20.9%
GS vs AME
+0.9%
+20.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +3.4% |
| 3M | -4.5% | +4.1% | -8.5% | -7.8% |
| 6M | +20.9% | +1.6% | +19.3% | +19.7% |
| All | +20.9% | +0.9% | +20.0% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling