+151.4%
GS vs AHR
+394.2%
-242.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +5.9% | -0.2% | +6.1% | +5.9% |
| 30D | +4.3% | +10.2% | -5.9% | +2.4% |
| 3M | -11.7% | +8.3% | -20.0% | -13.0% |
| 6M | -3.2% | +13.0% | -16.2% | -5.8% |
| YTD | +5.8% | +24.6% | -18.8% | 0.0% |
| 1Y | +16.0% | +22.2% | -6.2% | +10.1% |
| All | +151.4% | +394.2% | -242.8% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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