+2,064.0%
GS vs EME
+15,864.4%
-13,800.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.7% |
| 7D | +0.9% | +1.9% | -1.0% | +0.1% |
| 30D | -1.6% | -8.3% | +6.7% | +2.2% |
| 3M | -4.5% | -10.7% | +6.3% | -0.6% |
| 6M | +20.9% | +1.9% | +19.0% | +17.8% |
| YTD | +19.9% | +23.5% | -3.6% | +6.4% |
| 1Y | +41.4% | +18.0% | +23.4% | +25.8% |
| 3Y | +239.2% | +236.1% | +3.1% | +75.8% |
| 5Y | +185.0% | +527.9% | -342.8% | +7.5% |
| 10Y | +655.0% | +1,252.8% | -597.8% | +90.4% |
| All | +2,064.0% | +15,864.4% | -13,800.4% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling