+12.1%
GS vs EMR
+25.4%
-13.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | -1.6% | -1.6% | -2.2% |
| 30D | -2.4% | +2.0% | -4.4% | -3.2% |
| 3M | -15.7% | +3.8% | -19.6% | -17.4% |
| 6M | -6.8% | +10.5% | -17.3% | -12.0% |
| YTD | -0.1% | +23.7% | -23.8% | -14.5% |
| 1Y | +12.1% | +25.4% | -13.3% | -5.0% |
| All | +12.1% | +25.4% | -13.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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