+1,710.5%
GS vs NEM
+668.1%
+1,042.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.7% | -6.5% |
| 7D | -6.3% | +7.1% | -13.4% | -6.9% |
| 30D | -3.1% | +2.9% | -6.0% | -3.4% |
| 3M | -17.7% | +15.0% | -32.7% | -18.7% |
| 6M | -4.6% | +10.3% | -14.9% | -5.5% |
| YTD | +0.3% | +20.7% | -20.4% | -1.7% |
| 1Y | +11.7% | +48.0% | -36.3% | +7.7% |
| 3Y | +183.6% | +225.0% | -41.5% | +154.7% |
| 5Y | +141.0% | +143.7% | -2.8% | +119.1% |
| 10Y | +507.4% | +305.3% | +202.2% | +425.4% |
| All | +1,710.5% | +668.1% | +1,042.5% | +1,600.0% |
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 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