+368.7%
GS vs ASTS
+230.9%
+137.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.4% | -0.8% |
| 7D | -3.2% | -21.1% | +17.9% | -1.9% |
| 30D | -2.4% | -46.7% | +44.3% | +1.2% |
| 3M | -15.7% | -52.0% | +36.3% | -12.3% |
| 6M | -6.8% | -54.3% | +47.5% | -3.7% |
| YTD | -0.1% | -55.5% | +55.4% | +2.5% |
| 1Y | +12.1% | -50.5% | +62.6% | +13.8% |
| 3Y | +185.8% | +706.2% | -520.5% | +136.8% |
| 5Y | +140.1% | +165.2% | -25.1% | +100.7% |
| All | +368.7% | +230.9% | +137.8% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling