+220.6%
GS vs AUR
-36.6%
+257.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.9% | +8.7% | -7.8% | +0.1% |
| 30D | -1.6% | -5.2% | +3.7% | -1.2% |
| 3M | -4.5% | -7.3% | +2.8% | -4.1% |
| 6M | +20.9% | +41.2% | -20.3% | +15.8% |
| YTD | +19.9% | +65.1% | -45.2% | +12.9% |
| 1Y | +41.4% | +13.4% | +28.0% | +37.4% |
| 3Y | +239.2% | +98.1% | +141.0% | +196.8% |
| 5Y | +185.0% | -36.0% | +221.1% | +143.2% |
| All | +220.6% | -36.6% | +257.2% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling