+486.7%
GS vs ALB
+33.3%
+453.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.2% | +9.1% | -12.3% | -5.4% |
| 30D | -2.4% | -3.4% | +1.0% | -1.7% |
| 3M | -15.7% | -20.6% | +4.9% | -11.2% |
| 6M | -6.8% | -48.2% | +41.4% | +9.1% |
| YTD | -0.1% | -29.2% | +29.2% | +5.6% |
| 1Y | +12.1% | +10.0% | +2.1% | +4.8% |
| 3Y | +185.8% | -12.9% | +198.7% | +159.0% |
| 5Y | +140.1% | -61.3% | +201.4% | +163.2% |
| All | +486.7% | +33.3% | +453.4% | +280.3% |
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