+139.3%
GS vs AU
+465.1%
-325.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.9% |
| 7D | -3.2% | +16.5% | -19.8% | -5.0% |
| 30D | -2.4% | +3.3% | -5.7% | -2.9% |
| 3M | -15.7% | +6.8% | -22.6% | -16.6% |
| 6M | -6.8% | -3.9% | -2.8% | -7.0% |
| YTD | -0.1% | +12.9% | -13.0% | -2.3% |
| 1Y | +12.1% | +43.5% | -31.4% | +7.4% |
| 3Y | +185.8% | +445.5% | -259.8% | +138.0% |
| All | +139.3% | +465.1% | -325.7% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling