+157.4%
GS vs MDT
-2.4%
+159.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +1.6% | +2.7% | -1.2% | +0.6% |
| 30D | +1.7% | +14.8% | -13.2% | -3.1% |
| 3M | -11.6% | +14.6% | -26.1% | -15.9% |
| 6M | -1.9% | +35.7% | -37.6% | -13.5% |
| YTD | +5.1% | +8.5% | -3.4% | +1.9% |
| 1Y | +16.4% | +13.3% | +3.1% | +10.5% |
| 3Y | +199.0% | +58.6% | +140.4% | +140.3% |
| 5Y | +157.4% | -2.6% | +160.0% | +147.9% |
| All | +157.4% | -2.4% | +159.8% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling