+185.7%
GS vs ASTS
+400.6%
-214.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | +7.3% | -6.4% | +0.4% |
| 30D | -1.6% | -8.9% | +7.3% | -1.1% |
| 3M | -4.5% | -41.9% | +37.4% | -1.8% |
| 6M | +20.9% | -40.6% | +61.5% | +22.9% |
| YTD | +19.9% | -14.2% | +34.1% | +18.4% |
| 1Y | +41.4% | +48.9% | -7.4% | +33.7% |
| 3Y | +239.2% | +1,461.7% | -1,222.5% | +160.4% |
| All | +185.7% | +400.6% | -214.9% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling