+185.7%
GS vs ALK
-25.3%
+211.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -1.6% | -19.2% | +17.7% | +5.5% |
| 3M | -4.5% | -1.5% | -3.0% | -5.1% |
| 6M | +20.9% | -13.1% | +33.9% | +23.9% |
| YTD | +19.9% | -16.4% | +36.3% | +24.1% |
| 1Y | +41.4% | -33.1% | +74.5% | +56.9% |
| 3Y | +239.2% | +0.6% | +238.5% | +210.2% |
| All | +185.7% | -25.3% | +211.0% | +178.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling