+137.5%
GS vs AHR
+395.3%
-257.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.0% |
| 7D | -3.2% | +8.2% | -11.4% | -4.6% |
| 30D | -2.4% | +17.3% | -19.7% | -5.3% |
| 3M | -15.7% | +6.4% | -22.1% | -16.8% |
| 6M | -6.8% | +16.9% | -23.7% | -10.2% |
| YTD | -0.1% | +24.9% | -25.0% | -5.6% |
| 1Y | +12.1% | +23.3% | -11.2% | +6.0% |
| All | +137.5% | +395.3% | -257.9% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling