+214.8%
GS vs AUR
-36.7%
+251.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -0.9% | -8.9% | +8.0% | -0.2% |
| 3M | +2.3% | +4.6% | -2.3% | +1.5% |
| 6M | +23.4% | +44.9% | -21.4% | +18.0% |
| YTD | +17.7% | +64.8% | -47.1% | +10.9% |
| 1Y | +35.1% | +16.4% | +18.8% | +31.0% |
| 3Y | +234.9% | +85.1% | +149.8% | +194.9% |
| 5Y | +185.3% | -36.1% | +221.4% | +143.5% |
| All | +214.8% | -36.7% | +251.5% | +168.5% |
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