Within each of the holdout samples, we compared the effect size (ΔR2 above a model with covariates only) of the association of ALCP-total and ALCP-specific PGS with five substance categories, including alcohol, cannabis, nicotine, opioids (COGA only), and other illicit substances (e.g., cocaine, sedatives, stimulants, methamphetamine). Outcomes included “ever use” and SUD criterion counts. All models included age, sex, the first ten ancestral principal components, and study-specific covariates.