+155.6%
GS vs AA
-17.9%
+173.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +5.9% | +0.5% | +5.4% | +5.7% |
| 30D | +4.3% | -0.6% | +4.9% | +4.4% |
| 3M | -11.7% | -19.7% | +8.0% | -7.3% |
| 6M | -3.2% | -41.6% | +38.4% | +8.4% |
| YTD | +5.8% | -24.6% | +30.4% | +10.3% |
| 1Y | +16.0% | +4.9% | +11.2% | +11.8% |
| 3Y | +199.8% | +66.8% | +132.9% | +150.4% |
| All | +155.6% | -17.9% | +173.5% | +122.1% |
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