+438.8%
GS vs MDY
+165.3%
+273.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +5.9% | +2.3% | +3.6% | +3.4% |
| 30D | +4.3% | +2.0% | +2.3% | +2.3% |
| 3M | -11.7% | -5.6% | -6.0% | -5.7% |
| 6M | -3.2% | +1.3% | -4.5% | -4.0% |
| YTD | +5.8% | +12.3% | -6.5% | -5.7% |
| 1Y | +16.0% | +15.8% | +0.2% | +0.2% |
| 3Y | +199.8% | +56.5% | +143.3% | +90.8% |
| 5Y | +155.5% | +35.1% | +120.4% | +88.2% |
| All | +438.8% | +165.3% | +273.5% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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