+186.8%
GS vs ALK
+15.2%
+171.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.1% | -5.4% |
| 7D | -6.3% | +7.1% | -13.4% | -8.4% |
| 30D | -3.1% | -3.0% | -0.2% | -2.5% |
| 3M | -17.7% | -25.6% | +8.0% | -10.2% |
| 6M | -4.6% | +0.5% | -5.0% | -6.5% |
| YTD | +0.3% | -23.1% | +23.4% | +5.8% |
| 1Y | +11.7% | -7.5% | +19.3% | +11.1% |
| All | +186.8% | +15.2% | +171.6% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling