+457.2%
GS vs ALM
+2,040.7%
-1,583.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +0.8% |
| 7D | +1.6% | -6.3% | +7.9% | +1.9% |
| 30D | +1.7% | -31.4% | +33.1% | +3.4% |
| 3M | -11.6% | -40.6% | +29.0% | -9.6% |
| 6M | -1.9% | -58.6% | +56.7% | +1.4% |
| YTD | +5.1% | -7.6% | +12.7% | +5.0% |
| 1Y | +16.4% | +13.8% | +2.6% | +15.4% |
| 3Y | +199.0% | +842.1% | -643.2% | +173.4% |
| 5Y | +157.4% | +407.4% | -250.0% | +136.9% |
| 10Y | +457.2% | +2,079.4% | -1,622.2% | +415.6% |
| All | +457.2% | +2,040.7% | -1,583.5% | +415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling