+581.1%
GS vs ALM
+3,431.9%
-2,850.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.6% | +3.2% | -6.3% |
| 7D | -6.3% | -14.5% | +8.2% | -6.3% |
| 30D | -3.1% | -39.0% | +35.9% | -3.0% |
| 3M | -17.7% | -40.3% | +22.6% | -17.6% |
| 6M | -4.6% | -60.3% | +55.8% | -4.4% |
| YTD | +0.3% | -9.8% | +10.1% | +0.4% |
| 1Y | +11.7% | +30.8% | -19.0% | +11.7% |
| 3Y | +183.6% | +772.4% | -588.9% | +183.3% |
| 5Y | +141.0% | +390.7% | -249.8% | +140.7% |
| 10Y | +507.4% | +2,028.5% | -1,521.1% | +508.1% |
| All | +581.1% | +3,431.9% | -2,850.8% | +587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling