+633.1%
GS vs ALNY
+258.3%
+374.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.4% |
| 7D | -1.7% | -6.4% | +4.7% | -1.0% |
| 30D | -0.9% | +11.9% | -12.8% | -2.3% |
| 3M | +2.3% | -15.0% | +17.4% | +3.1% |
| 6M | +23.4% | -23.2% | +46.7% | +25.8% |
| YTD | +17.7% | -37.8% | +55.5% | +22.8% |
| 1Y | +35.1% | -47.3% | +82.4% | +43.4% |
| 3Y | +234.9% | +22.9% | +212.1% | +215.4% |
| 5Y | +185.3% | +30.6% | +154.7% | +159.4% |
| All | +633.1% | +258.3% | +374.8% | +465.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling