+478.5%
GS vs AMCR
+22.3%
+456.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.4% |
| 7D | +0.8% | -7.9% | +8.7% | +4.7% |
| 30D | +1.2% | +8.2% | -7.0% | -2.4% |
| 3M | -12.4% | -4.3% | -8.1% | -10.9% |
| 6M | -2.3% | +16.6% | -18.9% | -9.9% |
| YTD | +4.6% | +13.1% | -8.5% | -3.4% |
| 1Y | +17.5% | +14.4% | +3.1% | +7.8% |
| 3Y | +202.0% | +18.4% | +183.7% | +165.5% |
| 5Y | +152.4% | -5.8% | +158.2% | +146.6% |
| 10Y | +478.5% | +22.3% | +456.3% | +360.0% |
| All | +478.5% | +22.3% | +456.3% | +360.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling