+878.4%
GS vs MA
+15,793.6%
-14,915.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | +0.9% | -2.7% | +3.6% | +2.5% |
| 30D | -1.6% | +1.5% | -3.1% | -2.6% |
| 3M | -4.5% | +20.4% | -24.9% | -14.8% |
| 6M | +20.9% | +11.1% | +9.7% | +12.3% |
| YTD | +19.9% | +2.0% | +17.9% | +16.7% |
| 1Y | +41.4% | -2.2% | +43.6% | +40.6% |
| 3Y | +239.2% | +41.9% | +197.3% | +171.9% |
| 5Y | +185.0% | +75.4% | +109.7% | +97.6% |
| 10Y | +655.0% | +527.5% | +127.4% | +143.4% |
| All | +878.4% | +15,793.6% | -14,915.2% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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