+642.6%
GS vs AU
+643.7%
-1.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +0.2% | +12.8% | -12.6% | -0.5% |
| 3M | -0.3% | +28.5% | -28.8% | -1.7% |
| 6M | +27.4% | +4.8% | +22.5% | +26.5% |
| YTD | +19.6% | +31.0% | -11.3% | +17.7% |
| 1Y | +42.5% | +81.4% | -39.0% | +38.7% |
| 3Y | +240.4% | +618.4% | -378.0% | +216.6% |
| 5Y | +188.9% | +686.3% | -497.4% | +167.3% |
| 10Y | +642.6% | +664.5% | -22.0% | +642.7% |
| All | +642.6% | +643.7% | -1.2% | +642.7% |
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