+550.5%
GS vs AG
+300.4%
+250.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.1% | -5.6% | +2.6% |
| 7D | +0.3% | -2.6% | +2.9% | +0.5% |
| 30D | +3.9% | -12.1% | +16.0% | +5.1% |
| 3M | -11.4% | -6.6% | -4.8% | -11.1% |
| 6M | +3.7% | -20.5% | +24.1% | +5.3% |
| YTD | +7.1% | -7.4% | +14.6% | +6.2% |
| 1Y | +19.7% | +33.4% | -13.7% | +14.2% |
| 3Y | +202.8% | +219.9% | -17.1% | +157.2% |
| 5Y | +156.7% | +23.1% | +133.6% | +131.9% |
| 10Y | +548.7% | +85.5% | +463.2% | +410.7% |
| All | +550.5% | +300.4% | +250.1% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling