+186.8%
GS vs MAR
+123.2%
+63.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -5.3% |
| 7D | -6.3% | +4.4% | -10.7% | -8.6% |
| 30D | -3.1% | +15.5% | -18.6% | -10.8% |
| 3M | -17.7% | +15.7% | -33.4% | -24.4% |
| 6M | -4.6% | +18.2% | -22.7% | -14.3% |
| YTD | +0.3% | +35.3% | -35.0% | -17.8% |
| 1Y | +11.7% | +48.6% | -36.9% | -14.2% |
| All | +186.8% | +123.2% | +63.6% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling