+478.5%
GS vs MKC
+25.4%
+453.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.7% | +4.9% |
| 7D | +0.8% | -1.9% | +2.8% | +1.2% |
| 30D | +1.2% | +8.0% | -6.8% | -0.4% |
| 3M | -12.4% | -8.6% | -3.8% | -11.1% |
| 6M | -2.3% | +1.1% | -3.4% | -3.4% |
| YTD | +4.6% | -27.7% | +32.3% | +11.1% |
| 1Y | +17.5% | -23.7% | +41.2% | +23.0% |
| 3Y | +202.0% | -19.4% | +221.4% | +206.6% |
| 5Y | +152.4% | -33.3% | +185.7% | +165.3% |
| 10Y | +478.5% | +24.0% | +454.5% | +467.9% |
| All | +478.5% | +25.4% | +453.2% | +467.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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