+653.1%
GS vs AR
-30.9%
+683.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.3% | +9.8% | +4.5% |
| 7D | +0.3% | -11.1% | +11.4% | +2.0% |
| 30D | +3.9% | +7.9% | -4.0% | +2.4% |
| 3M | -11.4% | +4.9% | -16.3% | -12.5% |
| 6M | +3.7% | -5.3% | +9.0% | +3.8% |
| YTD | +7.1% | +8.6% | -1.5% | +4.2% |
| 1Y | +19.7% | +13.7% | +6.0% | +15.3% |
| 3Y | +202.8% | +22.8% | +180.1% | +183.3% |
| 5Y | +156.7% | +82.0% | +74.7% | +118.6% |
| 10Y | +548.7% | +51.8% | +496.9% | +370.0% |
| All | +653.1% | -30.9% | +683.9% | +462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling