+157.4%
GS vs ALNY
-17.2%
+174.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.8% |
| 7D | +1.6% | -5.2% | +6.7% | +2.1% |
| 30D | +1.7% | -34.8% | +36.5% | +5.7% |
| 3M | -11.6% | -30.1% | +18.5% | -8.9% |
| 6M | -1.9% | -48.6% | +46.7% | +3.5% |
| YTD | +5.1% | -61.9% | +66.9% | +14.8% |
| 1Y | +16.4% | -65.7% | +82.1% | +28.8% |
| 3Y | +199.0% | -6.3% | +205.3% | +187.0% |
| 5Y | +157.4% | -14.0% | +171.4% | +136.6% |
| All | +157.4% | -17.2% | +174.6% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling