+486.7%
GS vs MKC
+25.9%
+460.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.3% |
| 7D | -3.2% | +2.3% | -5.6% | -3.7% |
| 30D | -2.4% | +8.1% | -10.5% | -4.0% |
| 3M | -15.7% | -6.4% | -9.3% | -14.9% |
| 6M | -6.8% | +1.8% | -8.6% | -7.9% |
| YTD | -0.1% | -26.9% | +26.8% | +5.9% |
| 1Y | +12.1% | -21.7% | +33.8% | +16.6% |
| 3Y | +185.8% | -18.7% | +204.5% | +189.7% |
| 5Y | +140.1% | -32.8% | +172.9% | +152.1% |
| All | +486.7% | +25.9% | +460.8% | +481.5% |
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