+2,064.0%
GS vs EMR
+848.8%
+1,215.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -1.1% |
| 7D | +0.9% | -1.5% | +2.5% | +1.9% |
| 30D | -1.6% | -5.6% | +4.0% | +2.0% |
| 3M | -4.5% | +7.9% | -12.4% | -9.7% |
| 6M | +20.9% | +6.0% | +14.9% | +15.0% |
| YTD | +19.9% | +16.4% | +3.4% | +6.6% |
| 1Y | +41.4% | +16.6% | +24.8% | +24.9% |
| 3Y | +239.2% | +62.9% | +176.3% | +135.7% |
| 5Y | +185.0% | +60.1% | +124.9% | +97.5% |
| 10Y | +655.0% | +268.7% | +386.2% | +190.4% |
| All | +2,064.0% | +848.8% | +1,215.3% | +356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling