+154.7%
GS vs MCK
+394.4%
-239.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +5.1% | +0.5% | +4.7% | +5.1% |
| 30D | +2.4% | +12.0% | -9.5% | +1.5% |
| 3M | -11.5% | +22.7% | -34.2% | -13.0% |
| 6M | -2.5% | +46.9% | -49.4% | -6.0% |
| YTD | +5.5% | +31.7% | -26.2% | +2.9% |
| 1Y | +11.0% | +28.6% | -17.6% | +8.6% |
| 3Y | +200.1% | +132.6% | +67.5% | +157.6% |
| 5Y | +154.7% | +391.6% | -236.9% | +50.4% |
| All | +154.7% | +394.4% | -239.7% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling