+2,064.0%
GS vs NEM
+721.8%
+1,342.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -1.6% | +23.1% | -24.6% | -3.4% |
| 3M | -4.5% | +18.5% | -23.0% | -6.0% |
| 6M | +20.9% | +7.8% | +13.1% | +19.7% |
| YTD | +19.9% | +29.1% | -9.2% | +16.8% |
| 1Y | +41.4% | +72.7% | -31.3% | +34.4% |
| 3Y | +239.2% | +248.7% | -9.6% | +202.8% |
| 5Y | +185.0% | +148.7% | +36.4% | +158.6% |
| 10Y | +655.0% | +304.8% | +350.2% | +551.9% |
| All | +2,064.0% | +721.8% | +1,342.2% | +1,920.9% |
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