-6.8%
GS vs AU
-3.0%
-3.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.7% |
| 7D | -3.2% | +16.5% | -19.8% | -7.1% |
| 30D | -2.4% | +3.3% | -5.7% | -3.5% |
| 3M | -15.7% | +6.8% | -22.6% | -17.9% |
| 6M | -6.8% | -3.9% | -2.8% | -7.9% |
| All | -6.8% | -3.0% | -3.8% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling