+1,710.5%
GS vs AME
+7,623.4%
-5,912.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.9% | -0.4% | -2.6% |
| 7D | -6.3% | -11.4% | +5.1% | +0.9% |
| 30D | -3.1% | -12.1% | +9.0% | +4.7% |
| 3M | -17.7% | -12.3% | -5.3% | -10.9% |
| 6M | -4.6% | -4.6% | +0.1% | -2.2% |
| YTD | +0.3% | +9.1% | -8.8% | -5.6% |
| 1Y | +11.7% | +13.3% | -1.6% | +2.8% |
| 3Y | +183.6% | +58.2% | +125.4% | +109.8% |
| 5Y | +141.0% | +63.4% | +77.5% | +73.6% |
| 10Y | +507.4% | +436.7% | +70.7% | +115.8% |
| All | +1,710.5% | +7,623.4% | -5,912.9% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling