+155.6%
GS vs AMCR
-9.1%
+164.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | -2.4% | +8.2% | +6.9% |
| 30D | +4.3% | +3.6% | +0.7% | +2.8% |
| 3M | -11.7% | -4.2% | -7.5% | -10.3% |
| 6M | -3.2% | +15.5% | -18.7% | -9.8% |
| YTD | +5.8% | +9.7% | -3.9% | -0.6% |
| 1Y | +16.0% | +8.3% | +7.7% | +9.7% |
| 3Y | +199.8% | +15.4% | +184.4% | +164.1% |
| All | +155.6% | -9.1% | +164.7% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling