+152.4%
GS vs EMR
+91.0%
+61.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.2% | +1.9% |
| 7D | +0.8% | +2.1% | -1.3% | -0.3% |
| 30D | +1.2% | +4.8% | -3.5% | -1.5% |
| 3M | -12.4% | +7.5% | -19.9% | -16.3% |
| 6M | -2.3% | +20.9% | -23.2% | -13.6% |
| YTD | +4.6% | +29.2% | -24.6% | -12.2% |
| 1Y | +17.5% | +33.0% | -15.5% | -3.2% |
| 3Y | +202.0% | +109.8% | +92.3% | +82.3% |
| 5Y | +152.4% | +91.9% | +60.4% | +57.7% |
| All | +152.4% | +91.0% | +61.4% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling