+402.3%
GS vs ASTS
+264.6%
+137.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +3.8% |
| 7D | +0.3% | -15.8% | +16.1% | +1.3% |
| 30D | +3.9% | -39.0% | +42.9% | +6.8% |
| 3M | -11.4% | -49.3% | +37.9% | -8.1% |
| 6M | +3.7% | -47.9% | +51.6% | +6.3% |
| YTD | +7.1% | -51.0% | +58.1% | +9.3% |
| 1Y | +19.7% | -49.2% | +68.8% | +21.3% |
| 3Y | +202.8% | +760.4% | -557.5% | +150.0% |
| 5Y | +156.7% | +185.6% | -28.9% | +113.5% |
| All | +402.3% | +264.6% | +137.7% | +264.3% |
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