+457.2%
GS vs AU
+750.1%
-292.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.8% |
| 7D | +1.6% | +15.3% | -13.7% | +0.7% |
| 30D | +1.7% | -0.3% | +2.0% | +1.6% |
| 3M | -11.6% | -2.9% | -8.7% | -11.5% |
| 6M | -1.9% | -10.7% | +8.8% | -1.7% |
| YTD | +5.1% | +14.0% | -8.9% | +4.0% |
| 1Y | +16.4% | +32.5% | -16.1% | +14.7% |
| 3Y | +199.0% | +557.9% | -359.0% | +179.3% |
| 5Y | +157.4% | +441.0% | -283.6% | +139.1% |
| 10Y | +457.2% | +816.9% | -359.7% | +449.9% |
| All | +457.2% | +750.1% | -292.8% | +449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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