+1,289.0%
GS vs ALNY
+2,468.0%
-1,179.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | +2.4% | -30.0% | +32.4% | +7.5% |
| 3M | -11.5% | -30.1% | +18.6% | -7.3% |
| 6M | -2.5% | -46.4% | +43.8% | +5.0% |
| YTD | +5.5% | -60.6% | +66.1% | +19.0% |
| 1Y | +11.0% | -65.4% | +76.4% | +27.8% |
| 3Y | +200.1% | -3.2% | +203.3% | +183.7% |
| 5Y | +154.7% | -8.3% | +163.0% | +133.2% |
| 10Y | +450.9% | +236.6% | +214.3% | +264.0% |
| All | +1,289.0% | +2,468.0% | -1,179.0% | +457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling