+141.0%
GS vs AA
-12.1%
+153.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.0% | -5.1% |
| 7D | -6.3% | -3.7% | -2.7% | -5.5% |
| 30D | -3.1% | -10.8% | +7.6% | -0.6% |
| 3M | -17.7% | -19.1% | +1.4% | -13.8% |
| 6M | -4.6% | -38.7% | +34.1% | +5.6% |
| YTD | +0.3% | -27.1% | +27.4% | +5.5% |
| 1Y | +11.7% | +8.3% | +3.4% | +6.9% |
| 3Y | +183.6% | +49.6% | +134.0% | +142.7% |
| 5Y | +141.0% | -15.5% | +156.4% | +111.1% |
| All | +141.0% | -12.1% | +153.0% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling