+478.5%
GS vs NEM
+318.7%
+159.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +4.2% |
| 7D | +0.8% | +14.7% | -13.9% | -1.0% |
| 30D | +1.2% | +6.2% | -5.0% | +0.4% |
| 3M | -12.4% | +11.0% | -23.4% | -13.7% |
| 6M | -2.3% | +7.9% | -10.2% | -3.7% |
| YTD | +4.6% | +26.2% | -21.6% | +1.1% |
| 1Y | +17.5% | +51.5% | -34.0% | +11.5% |
| 3Y | +202.0% | +290.6% | -88.6% | +159.5% |
| 5Y | +152.4% | +153.1% | -0.7% | +121.4% |
| 10Y | +478.5% | +332.4% | +146.1% | +411.0% |
| All | +478.5% | +318.7% | +159.8% | +411.0% |
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