+2,064.0%
GS vs ALB
+1,659.3%
+404.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.7% |
| 7D | +0.9% | -8.1% | +9.0% | +3.9% |
| 30D | -1.6% | +6.3% | -7.8% | -4.3% |
| 3M | -4.5% | -23.6% | +19.1% | +4.3% |
| 6M | +20.9% | -24.6% | +45.5% | +30.1% |
| YTD | +19.9% | -10.3% | +30.2% | +19.2% |
| 1Y | +41.4% | +61.5% | -20.0% | +9.9% |
| 3Y | +239.2% | -34.0% | +273.1% | +230.1% |
| 5Y | +185.0% | -44.6% | +229.6% | +171.3% |
| 10Y | +655.0% | +76.1% | +578.9% | +267.5% |
| All | +2,064.0% | +1,659.3% | +404.8% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling