+202.0%
GS vs AUR
+136.0%
+66.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.4% | -0.8% | +4.0% |
| 7D | +0.8% | +9.9% | -9.1% | -0.4% |
| 30D | +1.2% | -20.2% | +21.5% | +3.7% |
| 3M | -12.4% | -34.1% | +21.7% | -8.5% |
| 6M | -2.3% | -34.3% | +32.0% | +1.6% |
| YTD | +4.6% | +21.1% | -16.5% | +0.7% |
| 1Y | +17.5% | +7.6% | +9.9% | +14.5% |
| 3Y | +202.0% | +159.8% | +42.3% | +140.2% |
| All | +202.0% | +136.0% | +66.0% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling