+14.5%
GS vs AUR
+5.6%
+9.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | +1.6% | +6.6% | -5.0% | +0.3% |
| 30D | +1.7% | -22.0% | +23.6% | +6.0% |
| 3M | -11.6% | -34.8% | +23.2% | -5.1% |
| 6M | -1.9% | -35.7% | +33.8% | +4.5% |
| YTD | +5.1% | +18.5% | -13.4% | -3.5% |
| All | +14.5% | +5.6% | +9.0% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling