+243.0%
GS vs ALB
-34.0%
+277.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.8% |
| 7D | +0.9% | -8.1% | +9.0% | +2.3% |
| 30D | -1.6% | +6.3% | -7.8% | -2.9% |
| 3M | -4.5% | -23.6% | +19.1% | -0.4% |
| 6M | +20.9% | -24.6% | +45.5% | +25.2% |
| YTD | +19.9% | -10.3% | +30.2% | +19.7% |
| 1Y | +41.4% | +61.5% | -20.0% | +25.8% |
| All | +243.0% | -34.0% | +277.0% | +244.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling