+2,064.0%
GS vs MAR
+2,015.6%
+48.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | -4.2% | +5.1% | +3.3% |
| 30D | -1.6% | -6.7% | +5.1% | +2.1% |
| 3M | -4.5% | -12.5% | +8.0% | +2.1% |
| 6M | +20.9% | +0.6% | +20.3% | +19.6% |
| YTD | +19.9% | +9.1% | +10.8% | +13.1% |
| 1Y | +41.4% | +26.2% | +15.2% | +22.4% |
| 3Y | +239.2% | +68.2% | +171.0% | +150.4% |
| 5Y | +185.0% | +163.9% | +21.1% | +58.7% |
| 10Y | +655.0% | +420.6% | +234.4% | +156.1% |
| All | +2,064.0% | +2,015.6% | +48.4% | +182.9% |
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