+478.5%
GS vs MAR
+540.7%
-62.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +1.2% | +14.0% | -12.8% | -5.0% |
| 3M | -12.4% | +18.1% | -30.5% | -19.3% |
| 6M | -2.3% | +18.6% | -20.9% | -10.7% |
| YTD | +4.6% | +35.3% | -30.7% | -10.5% |
| 1Y | +17.5% | +44.5% | -27.0% | -2.8% |
| 3Y | +202.0% | +120.7% | +81.3% | +103.6% |
| 5Y | +152.4% | +164.1% | -11.7% | +52.5% |
| 10Y | +478.5% | +515.5% | -37.0% | +143.8% |
| All | +478.5% | +540.7% | -62.2% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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