+1,710.5%
GS vs MAR
+2,523.4%
-812.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.8% | -4.6% | -5.4% |
| 7D | -6.3% | +4.4% | -10.7% | -8.5% |
| 30D | -3.1% | +15.5% | -18.6% | -10.5% |
| 3M | -17.7% | +15.7% | -33.4% | -24.1% |
| 6M | -4.6% | +18.2% | -22.7% | -13.6% |
| YTD | +0.3% | +35.3% | -35.0% | -15.9% |
| 1Y | +11.7% | +48.6% | -36.9% | -11.3% |
| 3Y | +183.6% | +124.3% | +59.2% | +79.0% |
| 5Y | +141.0% | +159.7% | -18.7% | +35.7% |
| 10Y | +507.4% | +555.2% | -47.8% | +81.6% |
| All | +1,710.5% | +2,523.4% | -812.9% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling