+486.7%
GS vs ALM
+2,022.9%
-1,536.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -3.2% | -6.7% | +3.5% | -2.9% |
| 30D | -2.4% | -32.9% | +30.5% | -0.6% |
| 3M | -15.7% | -39.5% | +23.8% | -13.9% |
| 6M | -6.8% | -62.0% | +55.2% | -3.3% |
| YTD | -0.1% | -7.8% | +7.8% | -0.1% |
| 1Y | +12.1% | +26.7% | -14.6% | +10.7% |
| 3Y | +185.8% | +825.4% | -639.6% | +161.5% |
| 5Y | +140.1% | +401.2% | -261.1% | +121.1% |
| All | +486.7% | +2,022.9% | -1,536.2% | +443.2% |
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