+16.4%
GS vs ALM
+12.3%
+4.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.7% | +1.5% |
| 7D | +1.6% | -6.3% | +7.9% | +2.5% |
| 30D | +1.7% | -31.4% | +33.1% | +6.6% |
| 3M | -11.6% | -40.6% | +29.0% | -6.1% |
| 6M | -1.9% | -58.6% | +56.7% | +7.1% |
| YTD | +5.1% | -7.6% | +12.7% | +7.2% |
| 1Y | +16.4% | +13.8% | +2.6% | +17.0% |
| All | +16.4% | +12.3% | +4.1% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling