+20.6%
GS vs MDLN
-0.9%
+21.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | -0.2% |
| 7D | +3.4% | -1.2% | +4.6% | +3.4% |
| 30D | +0.2% | -1.5% | +1.7% | +0.1% |
| 3M | -0.3% | +2.6% | -3.0% | -1.0% |
| 6M | +27.4% | -20.9% | +48.2% | +28.5% |
| YTD | +19.6% | -17.4% | +37.1% | +22.8% |
| All | +20.6% | -0.9% | +21.4% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling