+157.4%
GS vs MAR
+173.3%
-15.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | -0.9% |
| 7D | +1.6% | +2.9% | -1.3% | +0.2% |
| 30D | +1.7% | +17.0% | -15.4% | -6.3% |
| 3M | -11.6% | +23.2% | -34.7% | -20.8% |
| 6M | -1.9% | +21.7% | -23.6% | -12.2% |
| YTD | +5.1% | +38.9% | -33.8% | -12.7% |
| 1Y | +16.4% | +48.7% | -32.2% | -7.0% |
| 3Y | +199.0% | +122.9% | +76.0% | +93.3% |
| 5Y | +157.4% | +177.5% | -20.0% | +46.7% |
| All | +157.4% | +173.3% | -15.8% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling