+20.9%
GS vs EMR
+4.5%
+16.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.9% |
| 7D | +0.9% | -1.5% | +2.5% | +1.7% |
| 30D | -1.6% | -5.6% | +4.0% | +1.4% |
| 3M | -4.5% | +7.9% | -12.4% | -8.8% |
| 6M | +20.9% | +6.0% | +14.9% | +16.6% |
| All | +20.9% | +4.5% | +16.3% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling