+199.0%
GS vs NEM
+277.0%
-78.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.3% |
| 7D | +1.6% | +11.6% | -10.0% | -0.7% |
| 30D | +1.7% | +1.8% | -0.1% | +1.1% |
| 3M | -11.6% | +2.5% | -14.1% | -12.2% |
| 6M | -1.9% | +3.4% | -5.3% | -3.5% |
| YTD | +5.1% | +20.9% | -15.9% | +0.3% |
| 1Y | +16.4% | +37.2% | -20.8% | +9.2% |
| 3Y | +199.0% | +271.6% | -72.7% | +137.0% |
| All | +199.0% | +277.0% | -78.1% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling