+1,704.0%
GS vs AU
+553.1%
+1,150.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.8% |
| 7D | -3.2% | +16.5% | -19.8% | -4.5% |
| 30D | -2.4% | +3.3% | -5.7% | -2.7% |
| 3M | -15.7% | +6.8% | -22.6% | -16.4% |
| 6M | -6.8% | -3.9% | -2.8% | -6.9% |
| YTD | -0.1% | +12.9% | -13.0% | -2.0% |
| 1Y | +12.1% | +43.5% | -31.4% | +7.8% |
| 3Y | +185.8% | +445.5% | -259.8% | +142.0% |
| 5Y | +140.1% | +469.0% | -328.9% | +99.1% |
| 10Y | +505.2% | +698.3% | -193.1% | +360.4% |
| All | +1,704.0% | +553.1% | +1,150.9% | +1,274.8% |
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