+450.2%
GS vs ALC
+36.0%
+414.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.3% | +0.7% |
| 7D | +0.3% | +10.7% | -10.4% | -4.0% |
| 30D | +3.9% | +20.2% | -16.3% | -4.2% |
| 3M | -11.4% | +8.9% | -20.3% | -15.0% |
| 6M | +3.7% | +5.7% | -2.0% | -0.4% |
| YTD | +7.1% | -1.4% | +8.5% | +6.1% |
| 1Y | +19.7% | +4.7% | +14.9% | +15.1% |
| 3Y | +202.8% | +5.2% | +197.6% | +182.6% |
| 5Y | +156.7% | -8.3% | +165.0% | +151.3% |
| All | +450.2% | +36.0% | +414.2% | +301.4% |
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