+139.3%
GS vs EME
+358.3%
-218.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.2% |
| 7D | -3.2% | -10.5% | +7.3% | +0.6% |
| 30D | -2.4% | -22.4% | +20.0% | +7.3% |
| 3M | -15.7% | -24.7% | +9.0% | -6.6% |
| 6M | -6.8% | -35.5% | +28.7% | +9.3% |
| YTD | -0.1% | -0.3% | +0.3% | -2.7% |
| 1Y | +12.1% | -6.7% | +18.8% | +12.0% |
| 3Y | +185.8% | +190.6% | -4.9% | +56.5% |
| All | +139.3% | +358.3% | -218.9% | -4.2% |
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