+12.1%
GS vs AAOX
-89.3%
+101.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -15.0% | +18.5% | +4.3% |
| 7D | +0.3% | -50.3% | +50.6% | +3.3% |
| 30D | +3.9% | -79.8% | +83.7% | +10.5% |
| 3M | -11.4% | -85.9% | +74.5% | -5.5% |
| 6M | +3.7% | -95.7% | +99.4% | +10.3% |
| All | +12.1% | -89.3% | +101.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling