+16.0%
GS vs ALM
+19.0%
-2.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | -0.8% |
| 7D | +5.9% | +1.2% | +4.6% | +5.6% |
| 30D | +4.3% | -19.3% | +23.6% | +7.1% |
| 3M | -11.7% | -40.6% | +29.0% | -6.1% |
| 6M | -3.2% | -57.9% | +54.7% | +5.7% |
| YTD | +5.8% | -6.7% | +12.5% | +7.5% |
| 1Y | +16.0% | +20.2% | -4.1% | +15.5% |
| All | +16.0% | +19.0% | -2.9% | +15.5% |
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