+2,064.0%
GS vs AU
+666.0%
+1,398.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +0.9% | -3.6% | +4.6% | +1.3% |
| 30D | -1.6% | +23.9% | -25.5% | -3.5% |
| 3M | -4.5% | +19.1% | -23.6% | -6.1% |
| 6M | +20.9% | -0.2% | +21.0% | +20.2% |
| YTD | +19.9% | +32.5% | -12.6% | +16.1% |
| 1Y | +41.4% | +96.9% | -55.5% | +32.3% |
| 3Y | +239.2% | +614.7% | -375.6% | +180.5% |
| 5Y | +185.0% | +647.7% | -462.7% | +131.0% |
| 10Y | +655.0% | +679.2% | -24.3% | +476.8% |
| All | +2,064.0% | +666.0% | +1,398.0% | +1,527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling