+742.8%
GS vs AR
-27.2%
+770.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.9% | +2.5% | -1.6% | +0.5% |
| 30D | -1.6% | +14.8% | -16.4% | -3.8% |
| 3M | -4.5% | +6.2% | -10.7% | -5.7% |
| 6M | +20.9% | +4.3% | +16.6% | +19.1% |
| YTD | +19.9% | +14.4% | +5.5% | +16.0% |
| 1Y | +41.4% | +21.3% | +20.1% | +35.0% |
| 3Y | +239.2% | +39.8% | +199.4% | +211.4% |
| 5Y | +185.0% | +142.1% | +43.0% | +132.4% |
| 10Y | +655.0% | +52.0% | +602.9% | +447.2% |
| All | +742.8% | -27.2% | +770.0% | +526.7% |
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