+1,704.0%
GS vs MDY
+1,126.6%
+577.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -1.1% |
| 7D | -3.2% | -1.7% | -1.6% | -1.2% |
| 30D | -2.4% | -0.9% | -1.5% | -1.2% |
| 3M | -15.7% | -5.7% | -10.0% | -9.7% |
| 6M | -6.8% | -2.9% | -3.9% | -3.1% |
| YTD | -0.1% | +9.8% | -9.9% | -9.4% |
| 1Y | +12.1% | +13.5% | -1.4% | -2.1% |
| 3Y | +185.8% | +51.9% | +133.9% | +80.7% |
| 5Y | +140.1% | +32.0% | +108.0% | +75.1% |
| 10Y | +505.2% | +176.5% | +328.8% | +87.3% |
| All | +1,704.0% | +1,126.6% | +577.4% | -7.4% |
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