+2,064.0%
GS vs AA
-2.0%
+2,066.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | -1.6% | +5.0% | -6.6% | -3.6% |
| 3M | -4.5% | -35.8% | +31.4% | +10.2% |
| 6M | +20.9% | -18.4% | +39.3% | +26.2% |
| YTD | +19.9% | -5.5% | +25.4% | +18.0% |
| 1Y | +41.4% | +61.0% | -19.5% | +13.5% |
| 3Y | +239.2% | +66.2% | +172.9% | +149.8% |
| 5Y | +185.0% | +11.4% | +173.7% | +112.0% |
| 10Y | +655.0% | +116.9% | +538.1% | +239.0% |
| All | +2,064.0% | -2.0% | +2,066.1% | +916.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling