+19.7%
GS vs MDLN
-2.7%
+22.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | +2.4% | -6.2% | +8.6% | +2.4% |
| 30D | -0.1% | +0.7% | -0.8% | -0.1% |
| 3M | +0.2% | -5.4% | +5.6% | -0.3% |
| 6M | +24.8% | -21.6% | +46.4% | +25.9% |
| YTD | +18.8% | -18.9% | +37.7% | +21.9% |
| All | +19.7% | -2.7% | +22.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 10y: compounded portfolio wealth divided by compounded MDLN 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…
10y analysis · Full analysis span regression · 6 months rolling