+41.4%
GS vs AMCR
+11.5%
+29.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.9% | -3.3% | +4.2% | +1.6% |
| 30D | -1.6% | -5.4% | +3.9% | -0.4% |
| 3M | -4.5% | +20.0% | -24.4% | -8.8% |
| 6M | +20.9% | 0.0% | +20.8% | +16.1% |
| YTD | +19.9% | +11.5% | +8.4% | +16.5% |
| 1Y | +41.4% | +11.4% | +30.0% | +39.8% |
| All | +41.4% | +11.5% | +29.9% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling