+16.4%
GS vs AGI
-3.7%
+20.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.8% | +1.4% |
| 7D | +1.6% | +13.9% | -12.3% | -1.1% |
| 30D | +1.7% | -6.2% | +7.9% | +2.5% |
| 3M | -11.6% | -6.9% | -4.6% | -10.8% |
| 6M | -1.9% | -28.7% | +26.8% | +2.2% |
| YTD | +5.1% | -19.8% | +24.9% | +5.4% |
| 1Y | +16.4% | -4.8% | +21.2% | +9.9% |
| All | +16.4% | -3.7% | +20.2% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling