+714.1%
GS vs ALM
+7,705.7%
-6,991.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +0.9% | -2.6% | +3.5% | +0.9% |
| 30D | -1.6% | +32.0% | -33.6% | -1.6% |
| 3M | -4.5% | -15.0% | +10.6% | -4.5% |
| 6M | +20.9% | -10.1% | +31.0% | +20.9% |
| YTD | +19.9% | +99.4% | -79.5% | +19.8% |
| 1Y | +41.4% | +316.4% | -274.9% | +41.1% |
| 3Y | +239.2% | +2,022.0% | -1,782.8% | +238.2% |
| 5Y | +185.0% | +941.2% | -756.1% | +184.3% |
| 10Y | +655.0% | +2,950.3% | -2,295.4% | +654.3% |
| All | +714.1% | +7,705.7% | -6,991.6% | +720.1% |
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 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