+1,515.5%
GS vs AGI
+4,691.5%
-3,176.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | -3.2% | +16.0% | -19.2% | -4.0% |
| 30D | -2.4% | +1.0% | -3.4% | -2.5% |
| 3M | -15.7% | +2.5% | -18.2% | -15.9% |
| 6M | -6.8% | -24.0% | +17.3% | -5.7% |
| YTD | -0.1% | -17.2% | +17.2% | +0.4% |
| 1Y | +12.1% | +4.9% | +7.2% | +11.3% |
| 3Y | +185.8% | +142.6% | +43.2% | +170.5% |
| 5Y | +140.1% | +315.2% | -175.1% | +120.2% |
| 10Y | +505.2% | +338.5% | +166.8% | +437.0% |
| All | +1,515.5% | +4,691.5% | -3,176.0% | +1,236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling