+454.8%
GS vs AGI
+360.2%
+94.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.6% |
| 7D | +0.8% | +17.4% | -16.6% | +0.1% |
| 30D | +1.2% | -0.9% | +2.2% | +1.2% |
| 3M | -12.4% | -1.6% | -10.8% | -12.4% |
| 6M | -2.3% | -24.7% | +22.4% | -1.6% |
| YTD | +4.6% | -15.3% | +19.9% | +4.9% |
| 1Y | +17.5% | +5.5% | +12.0% | +17.2% |
| 3Y | +202.0% | +154.5% | +47.5% | +194.1% |
| 5Y | +152.4% | +310.6% | -158.3% | +143.4% |
| All | +454.8% | +360.2% | +94.6% | +455.7% |
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