+10.3%
GS vs AAOX
-92.4%
+102.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.0% | +9.6% | -0.9% |
| 7D | +5.1% | +22.0% | -16.9% | +3.7% |
| 30D | +2.4% | -76.8% | +79.3% | +7.9% |
| 3M | -11.5% | -90.7% | +79.3% | -4.3% |
| 6M | -2.5% | -97.2% | +94.7% | +5.0% |
| All | +10.3% | -92.4% | +102.7% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling