+157.4%
GS vs ALC
-9.1%
+166.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +1.0% |
| 7D | +1.6% | +2.3% | -0.8% | +0.7% |
| 30D | +1.7% | +15.5% | -13.9% | -3.7% |
| 3M | -11.6% | +0.6% | -12.2% | -12.0% |
| 6M | -1.9% | +18.4% | -20.3% | -8.9% |
| YTD | +5.1% | -5.6% | +10.6% | +6.2% |
| 1Y | +16.4% | 0.0% | +16.4% | +14.7% |
| 3Y | +199.0% | +2.8% | +196.1% | +183.9% |
| 5Y | +157.4% | -8.8% | +166.2% | +149.5% |
| All | +157.4% | -9.1% | +166.6% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling