+2,064.0%
GS vs MDY
+1,186.4%
+877.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -1.6% | -1.5% | -0.1% | +0.1% |
| 3M | -4.5% | +0.8% | -5.2% | -5.1% |
| 6M | +20.9% | +7.4% | +13.5% | +11.9% |
| YTD | +19.9% | +15.2% | +4.7% | +2.7% |
| 1Y | +41.4% | +16.5% | +24.9% | +19.3% |
| 3Y | +239.2% | +46.8% | +192.4% | +122.3% |
| 5Y | +185.0% | +46.0% | +139.0% | +84.6% |
| 10Y | +655.0% | +172.1% | +482.9% | +137.6% |
| All | +2,064.0% | +1,186.4% | +877.6% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling