+42.5%
GS vs AU
+83.9%
-41.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +0.2% | +12.8% | -12.6% | -2.1% |
| 3M | -0.3% | +28.5% | -28.8% | -5.5% |
| 6M | +27.4% | +4.8% | +22.5% | +23.8% |
| YTD | +19.6% | +31.0% | -11.3% | +11.3% |
| 1Y | +42.5% | +81.4% | -39.0% | +28.5% |
| All | +42.5% | +83.9% | -41.4% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling