+185.7%
GS vs EME
+529.3%
-343.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.6% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | -1.6% | -8.3% | +6.7% | +1.7% |
| 3M | -4.5% | -10.7% | +6.3% | -0.9% |
| 6M | +20.9% | +1.9% | +19.0% | +18.4% |
| YTD | +19.9% | +23.5% | -3.6% | +8.3% |
| 1Y | +41.4% | +18.0% | +23.4% | +27.4% |
| 3Y | +239.2% | +236.1% | +3.1% | +82.6% |
| All | +185.7% | +529.3% | -343.5% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling