+206.3%
GS vs ALK
+19.1%
+187.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.8% | -5.2% | +0.9% |
| 7D | +0.3% | +12.4% | -12.1% | -3.4% |
| 30D | +3.9% | +2.1% | +1.8% | +2.9% |
| 3M | -11.4% | -23.9% | +12.4% | -4.2% |
| 6M | +3.7% | +8.2% | -4.5% | -0.9% |
| YTD | +7.1% | -20.5% | +27.6% | +11.8% |
| 1Y | +19.7% | -1.0% | +20.7% | +16.4% |
| All | +206.3% | +19.1% | +187.2% | +186.2% |
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 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