+515.8%
GS vs ALC
+24.0%
+491.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | +0.9% | -2.1% | +3.0% | +1.8% |
| 30D | -1.6% | -0.1% | -1.5% | -1.7% |
| 3M | -4.5% | +5.9% | -10.4% | -7.6% |
| 6M | +20.9% | -15.9% | +36.8% | +29.1% |
| YTD | +19.9% | -10.1% | +30.0% | +23.9% |
| 1Y | +41.4% | -10.2% | +51.6% | +45.7% |
| 3Y | +239.2% | -13.6% | +252.7% | +247.7% |
| 5Y | +185.0% | -15.1% | +200.2% | +188.4% |
| All | +515.8% | +24.0% | +491.8% | +368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling