+139.3%
GS vs AR
+71.8%
+67.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -3.2% | -14.3% | +11.0% | -0.7% |
| 30D | -2.4% | +1.4% | -3.8% | -2.9% |
| 3M | -15.7% | +3.4% | -19.1% | -16.6% |
| 6M | -6.8% | -2.1% | -4.7% | -7.1% |
| YTD | -0.1% | +4.7% | -4.8% | -2.8% |
| 1Y | +12.1% | +10.6% | +1.5% | +7.5% |
| 3Y | +185.8% | +24.6% | +161.2% | +162.3% |
| All | +139.3% | +71.8% | +67.5% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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