+16.6%
GS vs MDT
+12.9%
+3.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | -3.2% | +3.1% | -0.1% |
| 30D | +3.7% | +10.5% | -6.9% | +4.1% |
| 3M | -10.0% | +13.0% | -22.9% | -9.5% |
| 6M | -1.0% | +38.7% | -39.7% | -2.8% |
| YTD | +7.0% | +8.5% | -1.5% | +11.4% |
| 1Y | +16.6% | +10.0% | +6.6% | +21.0% |
| All | +16.6% | +12.9% | +3.7% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling