+339.7%
GS vs MDB
+823.0%
-483.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.2% | +0.9% | -5.5% |
| 7D | -6.3% | -20.9% | +14.5% | -3.6% |
| 30D | -3.1% | -15.6% | +12.4% | -1.3% |
| 3M | -17.7% | -19.1% | +1.4% | -16.2% |
| 6M | -4.6% | +14.2% | -18.8% | -7.7% |
| YTD | +0.3% | -27.4% | +27.7% | +1.7% |
| 1Y | +11.7% | -13.0% | +24.8% | +10.4% |
| 3Y | +183.6% | -11.2% | +194.8% | +167.1% |
| 5Y | +141.0% | -45.2% | +186.1% | +125.4% |
| All | +339.7% | +823.0% | -483.3% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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