+42.5%
GS vs MDY
+15.1%
+27.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.6% |
| 7D | +3.4% | +1.0% | +2.4% | +2.1% |
| 30D | +0.2% | -3.1% | +3.3% | +4.2% |
| 3M | -0.3% | +1.8% | -2.2% | -2.5% |
| 6M | +27.4% | +10.8% | +16.6% | +13.2% |
| YTD | +19.6% | +14.4% | +5.2% | +4.3% |
| 1Y | +42.5% | +15.2% | +27.3% | +23.7% |
| All | +42.5% | +15.1% | +27.3% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling