+181.0%
GS vs AUR
-54.5%
+235.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | +1.6% | +6.6% | -5.0% | +0.9% |
| 30D | +1.7% | -22.0% | +23.6% | +4.0% |
| 3M | -11.6% | -34.8% | +23.2% | -8.2% |
| 6M | -1.9% | -35.7% | +33.8% | +1.6% |
| YTD | +5.1% | +18.5% | -13.4% | +2.0% |
| 1Y | +16.4% | +4.4% | +12.1% | +14.2% |
| 3Y | +199.0% | +150.7% | +48.3% | +159.1% |
| 5Y | +157.4% | -53.6% | +211.0% | +125.1% |
| All | +181.0% | -54.5% | +235.5% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling