+1,037.7%
GS vs AMCR
+105.2%
+932.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.4% |
| 7D | -3.2% | -5.3% | +2.1% | -1.3% |
| 30D | -2.4% | +8.7% | -11.2% | -5.3% |
| 3M | -15.7% | -3.3% | -12.5% | -14.9% |
| 6M | -6.8% | +15.1% | -21.8% | -12.0% |
| YTD | -0.1% | +12.4% | -12.5% | -5.6% |
| 1Y | +12.1% | +15.8% | -3.7% | +4.6% |
| 3Y | +185.8% | +16.7% | +169.0% | +162.1% |
| 5Y | +140.1% | -5.1% | +145.1% | +136.3% |
| 10Y | +505.2% | +21.5% | +483.7% | +419.8% |
| All | +1,037.7% | +105.2% | +932.5% | +833.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling