+141.0%
GS vs AG
+18.5%
+122.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.1% | -6.0% |
| 7D | -6.3% | -2.9% | -3.5% | -6.0% |
| 30D | -3.1% | -15.1% | +12.0% | -1.4% |
| 3M | -17.7% | -15.4% | -2.3% | -16.4% |
| 6M | -4.6% | -21.9% | +17.4% | -2.7% |
| YTD | +0.3% | -10.4% | +10.8% | -0.2% |
| 1Y | +11.7% | +39.8% | -28.1% | +6.5% |
| 3Y | +183.6% | +209.5% | -26.0% | +141.7% |
| 5Y | +141.0% | +12.5% | +128.5% | +115.1% |
| All | +141.0% | +18.5% | +122.4% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling