+188.9%
GS vs MCO
+31.5%
+157.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.1% |
| 7D | +3.4% | -2.7% | +6.1% | +4.8% |
| 30D | +0.2% | +0.9% | -0.8% | -0.4% |
| 3M | -0.3% | +8.7% | -9.0% | -5.4% |
| 6M | +27.4% | +2.4% | +24.9% | +24.4% |
| YTD | +19.6% | -5.2% | +24.8% | +21.2% |
| 1Y | +42.5% | -4.4% | +46.8% | +42.9% |
| 3Y | +240.4% | +45.1% | +195.3% | +172.7% |
| 5Y | +188.9% | +31.5% | +157.4% | +129.8% |
| All | +188.9% | +31.5% | +157.4% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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