+642.6%
GS vs AGI
+373.6%
+269.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +3.4% | +4.4% | -1.0% | +3.2% |
| 30D | +0.2% | +10.0% | -9.8% | -0.2% |
| 3M | -0.3% | +1.7% | -2.1% | -0.6% |
| 6M | +27.4% | -26.8% | +54.2% | +28.3% |
| YTD | +19.6% | -5.3% | +25.0% | +19.5% |
| 1Y | +42.5% | +11.5% | +31.0% | +41.6% |
| 3Y | +240.4% | +212.9% | +27.5% | +229.5% |
| 5Y | +188.9% | +388.8% | -199.9% | +177.4% |
| 10Y | +642.6% | +383.6% | +259.0% | +631.2% |
| All | +642.6% | +373.6% | +269.0% | +631.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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