+160.0%
GS vs NEM
+130.0%
+30.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.0% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +3.7% | +1.1% | +2.5% | +3.4% |
| 3M | -10.0% | +1.3% | -11.2% | -10.3% |
| 6M | -1.0% | -1.4% | +0.4% | -1.6% |
| YTD | +7.0% | +19.4% | -12.4% | +3.2% |
| 1Y | +16.6% | +32.9% | -16.3% | +11.0% |
| 3Y | +204.4% | +267.0% | -62.6% | +152.1% |
| 5Y | +160.0% | +131.0% | +29.0% | +119.0% |
| All | +160.0% | +130.0% | +30.0% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling