+654.3%
GS vs ALK
-34.2%
+688.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | -1.6% | -19.2% | +17.7% | +6.2% |
| 3M | -4.5% | -1.5% | -3.0% | -5.2% |
| 6M | +20.9% | -13.1% | +33.9% | +24.1% |
| YTD | +19.9% | -16.4% | +36.3% | +24.4% |
| 1Y | +41.4% | -33.1% | +74.5% | +58.0% |
| 3Y | +239.2% | +0.6% | +238.5% | +207.3% |
| 5Y | +185.0% | -26.4% | +211.4% | +182.2% |
| All | +654.3% | -34.2% | +688.5% | +543.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling