+654.3%
GS vs MDT
+39.7%
+614.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.5% |
| 7D | +0.9% | +3.2% | -2.3% | -0.7% |
| 30D | -1.6% | +9.5% | -11.1% | -6.4% |
| 3M | -4.5% | +16.0% | -20.5% | -12.8% |
| 6M | +20.9% | +0.2% | +20.7% | +19.5% |
| YTD | +19.9% | -0.3% | +20.2% | +18.4% |
| 1Y | +41.4% | +4.7% | +36.7% | +35.2% |
| 3Y | +239.2% | +26.5% | +212.6% | +184.8% |
| 5Y | +185.0% | -18.2% | +203.2% | +209.7% |
| All | +654.3% | +39.7% | +614.6% | +505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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