+188.9%
GS vs ALNY
+39.4%
+149.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +3.4% | +5.7% | -2.3% | +2.8% |
| 30D | +0.2% | +18.7% | -18.5% | -1.6% |
| 3M | -0.3% | -11.0% | +10.6% | -0.1% |
| 6M | +27.4% | -18.9% | +46.3% | +29.0% |
| YTD | +19.6% | -34.6% | +54.2% | +24.2% |
| 1Y | +42.5% | -42.8% | +85.3% | +50.0% |
| 3Y | +240.4% | +29.1% | +211.3% | +219.2% |
| 5Y | +188.9% | +39.6% | +149.3% | +155.7% |
| All | +188.9% | +39.4% | +149.6% | +155.7% |
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