+1,704.0%
GS vs NEM
+675.8%
+1,028.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -3.2% | +13.4% | -16.6% | -4.3% |
| 30D | -2.4% | +6.5% | -8.9% | -3.0% |
| 3M | -15.7% | +14.9% | -30.7% | -16.8% |
| 6M | -6.8% | +5.5% | -12.3% | -7.4% |
| YTD | -0.1% | +21.9% | -21.9% | -2.2% |
| 1Y | +12.1% | +47.9% | -35.8% | +8.0% |
| 3Y | +185.8% | +238.2% | -52.4% | +155.9% |
| 5Y | +140.1% | +146.2% | -6.1% | +118.1% |
| 10Y | +505.2% | +309.3% | +195.9% | +423.0% |
| All | +1,704.0% | +675.8% | +1,028.3% | +1,592.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling