+642.6%
GS vs AMCR
+20.1%
+622.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | +3.4% | -1.8% | +5.2% | +4.2% |
| 30D | +0.2% | -6.0% | +6.2% | +2.9% |
| 3M | -0.3% | +18.9% | -19.2% | -8.6% |
| 6M | +27.4% | +5.7% | +21.7% | +22.8% |
| YTD | +19.6% | +11.1% | +8.6% | +11.6% |
| 1Y | +42.5% | +14.4% | +28.0% | +30.5% |
| 3Y | +240.4% | +13.0% | +227.4% | +206.3% |
| 5Y | +188.9% | -7.5% | +196.4% | +185.0% |
| 10Y | +642.6% | +20.1% | +622.5% | +491.9% |
| All | +642.6% | +20.1% | +622.5% | +491.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling