+457.2%
GS vs AA
+45.1%
+412.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.7% |
| 7D | +1.6% | +1.2% | +0.3% | +1.2% |
| 30D | +1.7% | -5.0% | +6.7% | +3.1% |
| 3M | -11.6% | -22.2% | +10.6% | -5.6% |
| 6M | -1.9% | -36.3% | +34.4% | +9.7% |
| YTD | +5.1% | -24.2% | +29.2% | +10.3% |
| 1Y | +16.4% | +3.9% | +12.5% | +11.5% |
| 3Y | +199.0% | +67.6% | +131.4% | +135.9% |
| 5Y | +157.4% | -8.8% | +166.3% | +117.3% |
| 10Y | +457.2% | +45.0% | +412.3% | +207.4% |
| All | +457.2% | +45.1% | +412.2% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling