+16.4%
GS vs EME
-2.7%
+19.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.9% |
| 7D | +1.6% | -8.8% | +10.3% | +4.4% |
| 30D | +1.7% | -18.2% | +19.9% | +8.8% |
| 3M | -11.6% | -20.2% | +8.6% | -4.8% |
| 6M | -1.9% | -29.9% | +28.0% | +12.1% |
| YTD | +5.1% | +5.7% | -0.7% | -3.3% |
| 1Y | +16.4% | -1.5% | +17.9% | +10.9% |
| All | +16.4% | -2.7% | +19.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling