+141.0%
GS vs ALK
-33.9%
+174.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.1% | -5.3% |
| 7D | -6.3% | +7.1% | -13.4% | -8.6% |
| 30D | -3.1% | -3.0% | -0.2% | -2.5% |
| 3M | -17.7% | -25.6% | +8.0% | -9.5% |
| 6M | -4.6% | +0.5% | -5.0% | -6.7% |
| YTD | +0.3% | -23.1% | +23.4% | +6.4% |
| 1Y | +11.7% | -7.5% | +19.3% | +10.7% |
| 3Y | +183.6% | +15.3% | +168.3% | +142.5% |
| 5Y | +141.0% | -34.8% | +175.8% | +151.3% |
| All | +141.0% | -33.9% | +174.9% | +151.3% |
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