+654.3%
GS vs AMC
-98.9%
+753.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.1% |
| 7D | +0.9% | +2.3% | -1.4% | +0.9% |
| 30D | -1.6% | -0.7% | -0.8% | -1.6% |
| 3M | -4.5% | +35.2% | -39.7% | -5.9% |
| 6M | +20.9% | +124.6% | -103.7% | +17.0% |
| YTD | +19.9% | +69.9% | -50.0% | +16.9% |
| 1Y | +41.4% | -2.6% | +44.0% | +40.1% |
| 3Y | +239.2% | -79.8% | +318.9% | +244.0% |
| 5Y | +185.0% | -99.4% | +284.4% | +206.8% |
| All | +654.3% | -98.9% | +753.2% | +618.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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