-6.8%
GS vs AAOX
-97.6%
+90.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.6% | -12.9% | -1.1% |
| 7D | -3.2% | -52.9% | +49.7% | +0.1% |
| 30D | -2.4% | -86.9% | +84.5% | +6.9% |
| 3M | -15.7% | -89.6% | +73.9% | -8.2% |
| 6M | -6.8% | -97.3% | +90.5% | +2.0% |
| All | -6.8% | -97.6% | +90.8% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling