+19.7%
GS vs MCK
+31.3%
-11.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.0% | -3.4% | +4.1% |
| 7D | +0.3% | +11.3% | -11.0% | +1.2% |
| 30D | +3.9% | +16.8% | -13.0% | +5.3% |
| 3M | -11.4% | +28.9% | -40.4% | -9.2% |
| 6M | +3.7% | +32.7% | -29.0% | +7.1% |
| YTD | +7.1% | +30.8% | -23.6% | +13.1% |
| 1Y | +19.7% | +27.6% | -7.9% | +25.2% |
| All | +19.7% | +31.3% | -11.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling