+1,710.5%
GS vs EMR
+909.5%
+801.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -3.4% |
| 7D | -6.3% | -4.8% | -1.6% | -3.2% |
| 30D | -3.1% | +0.7% | -3.9% | -3.5% |
| 3M | -17.7% | +0.4% | -18.1% | -18.0% |
| 6M | -4.6% | +18.4% | -22.9% | -15.3% |
| YTD | +0.3% | +23.9% | -23.6% | -14.3% |
| 1Y | +11.7% | +24.7% | -13.0% | -5.0% |
| 3Y | +183.6% | +86.4% | +97.2% | +80.5% |
| 5Y | +141.0% | +83.3% | +57.6% | +53.1% |
| 10Y | +507.4% | +320.2% | +187.3% | +115.1% |
| All | +1,710.5% | +909.5% | +801.0% | +267.1% |
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