+243.0%
GS vs ALM
+2,063.1%
-1,820.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +0.9% | -2.6% | +3.5% | +1.1% |
| 30D | -1.6% | +32.0% | -33.6% | -3.7% |
| 3M | -4.5% | -15.0% | +10.6% | -4.2% |
| 6M | +20.9% | -10.1% | +31.0% | +20.1% |
| YTD | +19.9% | +99.4% | -79.5% | +14.0% |
| 1Y | +41.4% | +316.4% | -274.9% | +28.5% |
| All | +243.0% | +2,063.1% | -1,820.1% | +190.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling