+1,833.6%
GS vs ALK
+302.7%
+1,530.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.8% | -5.2% | +0.6% |
| 7D | +0.3% | +12.4% | -12.1% | -3.7% |
| 30D | +3.9% | +2.1% | +1.8% | +2.7% |
| 3M | -11.4% | -23.9% | +12.4% | -3.7% |
| 6M | +3.7% | +8.2% | -4.5% | -0.9% |
| YTD | +7.1% | -20.5% | +27.6% | +12.2% |
| 1Y | +19.7% | -1.0% | +20.7% | +16.1% |
| 3Y | +202.8% | +19.2% | +183.6% | +163.2% |
| 5Y | +156.7% | -28.2% | +184.9% | +158.0% |
| 10Y | +548.7% | -39.2% | +587.9% | +523.1% |
| All | +1,833.6% | +302.7% | +1,530.9% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling