+438.8%
GS vs NEM
+363.4%
+75.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +5.9% | -6.4% | +12.3% | +6.8% |
| 30D | +4.3% | +1.4% | +2.9% | +4.0% |
| 3M | -11.7% | -0.7% | -10.9% | -11.7% |
| 6M | -3.2% | -4.5% | +1.3% | -3.1% |
| YTD | +5.8% | +14.0% | -8.2% | +3.5% |
| 1Y | +16.0% | +27.3% | -11.3% | +12.1% |
| 3Y | +199.8% | +250.5% | -50.7% | +159.2% |
| 5Y | +155.5% | +121.1% | +34.5% | +126.5% |
| All | +438.8% | +363.4% | +75.4% | +385.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling