+1,264.8%
GS vs AMCR
+100.2%
+1,164.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.6% |
| 30D | -1.6% | -4.1% | +2.5% | -0.2% |
| 3M | -4.5% | +21.7% | -26.2% | -11.4% |
| 6M | +20.9% | +1.5% | +19.4% | +19.3% |
| YTD | +19.9% | +13.1% | +6.8% | +13.1% |
| 1Y | +41.4% | +13.0% | +28.4% | +33.1% |
| 3Y | +239.2% | +6.9% | +232.2% | +221.4% |
| 5Y | +185.0% | -10.5% | +195.5% | +186.5% |
| 10Y | +655.0% | +20.9% | +634.1% | +554.8% |
| All | +1,264.8% | +100.2% | +1,164.5% | +1,030.6% |
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