+486.7%
GS vs MAR
+544.2%
-57.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | +4.3% | -7.5% | -5.1% |
| 30D | -2.4% | +16.8% | -19.2% | -9.5% |
| 3M | -15.7% | +16.0% | -31.8% | -21.7% |
| 6M | -6.8% | +16.5% | -23.2% | -14.0% |
| YTD | -0.1% | +35.0% | -35.1% | -14.4% |
| 1Y | +12.1% | +49.4% | -37.3% | -8.8% |
| 3Y | +185.8% | +124.1% | +61.7% | +91.2% |
| 5Y | +140.1% | +159.2% | -19.1% | +46.3% |
| All | +486.7% | +544.2% | -57.5% | +139.4% |
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