+1,710.5%
GS vs AA
-24.5%
+1,735.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.0% | -4.5% |
| 7D | -6.3% | -3.7% | -2.7% | -5.0% |
| 30D | -3.1% | -10.8% | +7.6% | +0.7% |
| 3M | -17.7% | -19.1% | +1.4% | -11.9% |
| 6M | -4.6% | -38.7% | +34.1% | +11.1% |
| YTD | +0.3% | -27.1% | +27.4% | +7.9% |
| 1Y | +11.7% | +8.3% | +3.4% | +4.0% |
| 3Y | +183.6% | +49.6% | +134.0% | +117.8% |
| 5Y | +141.0% | -15.5% | +156.4% | +99.6% |
| 10Y | +507.4% | +60.9% | +446.6% | +204.7% |
| All | +1,710.5% | -24.5% | +1,735.0% | +828.8% |
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