+438.8%
GS vs ALB
+32.4%
+406.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +5.9% | -5.8% | +11.6% | +7.4% |
| 30D | +4.3% | -4.5% | +8.8% | +5.3% |
| 3M | -11.7% | -28.1% | +16.4% | -4.4% |
| 6M | -3.2% | -53.2% | +50.0% | +16.4% |
| YTD | +5.8% | -33.3% | +39.1% | +13.5% |
| 1Y | +16.0% | -17.4% | +33.5% | +17.2% |
| 3Y | +199.8% | -14.1% | +213.9% | +171.8% |
| 5Y | +155.5% | -64.0% | +219.6% | +186.0% |
| All | +438.8% | +32.4% | +406.5% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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