+535.2%
GS vs AMC
-97.8%
+632.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.5% | +6.1% | -5.9% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -3.1% | +4.4% | -7.6% | -3.3% |
| 3M | -17.7% | +15.4% | -33.0% | -18.2% |
| 6M | -4.6% | +93.7% | -98.3% | -7.4% |
| YTD | +0.3% | +97.4% | -97.1% | -3.0% |
| 1Y | +11.7% | +23.2% | -11.5% | +9.7% |
| 3Y | +183.6% | -71.3% | +254.8% | +185.9% |
| 5Y | +141.0% | -99.3% | +240.2% | +160.1% |
| 10Y | +507.4% | -98.7% | +606.2% | +507.5% |
| All | +535.2% | -97.8% | +632.9% | +479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling