+141.0%
GS vs ALM
+390.7%
-249.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.6% | +3.2% | -5.7% |
| 7D | -6.3% | -14.5% | +8.2% | -5.3% |
| 30D | -3.1% | -39.0% | +35.9% | +0.1% |
| 3M | -17.7% | -40.3% | +22.6% | -15.0% |
| 6M | -4.6% | -60.3% | +55.8% | +0.4% |
| YTD | +0.3% | -9.8% | +10.1% | +0.7% |
| 1Y | +11.7% | +30.8% | -19.0% | +10.0% |
| 3Y | +183.6% | +772.4% | -588.9% | +154.0% |
| 5Y | +141.0% | +390.7% | -249.8% | +117.1% |
| All | +141.0% | +390.7% | -249.8% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling