+185.7%
GS vs MKC
-33.7%
+219.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +0.9% | -5.9% | +6.8% | +1.5% |
| 30D | -1.6% | -0.9% | -0.7% | -1.6% |
| 3M | -4.5% | +12.7% | -17.2% | -6.2% |
| 6M | +20.9% | -19.3% | +40.2% | +24.8% |
| YTD | +19.9% | -22.2% | +42.0% | +24.1% |
| 1Y | +41.4% | -23.3% | +64.8% | +46.6% |
| 3Y | +239.2% | -30.0% | +269.2% | +255.8% |
| All | +185.7% | -33.7% | +219.4% | +201.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling