+141.0%
GS vs ALC
-8.7%
+149.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.0% |
| 7D | -6.3% | +7.6% | -14.0% | -8.8% |
| 30D | -3.1% | +21.1% | -24.3% | -9.8% |
| 3M | -17.7% | +8.5% | -26.1% | -20.3% |
| 6M | -4.6% | +2.8% | -7.4% | -6.6% |
| YTD | +0.3% | -2.4% | +2.7% | +0.2% |
| 1Y | +11.7% | +3.5% | +8.2% | +8.8% |
| 3Y | +183.6% | +4.2% | +179.4% | +168.7% |
| 5Y | +141.0% | -9.0% | +149.9% | +130.9% |
| All | +141.0% | -8.7% | +149.7% | +130.9% |
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