+41.4%
GS vs AG
+125.2%
-83.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | -1.6% | +19.2% | -20.7% | -4.3% |
| 3M | -4.5% | +6.2% | -10.6% | -6.3% |
| 6M | +20.9% | -26.7% | +47.6% | +22.2% |
| YTD | +19.9% | +26.1% | -6.2% | +13.9% |
| 1Y | +41.4% | +131.7% | -90.2% | +28.5% |
| All | +41.4% | +125.2% | -83.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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