+154.7%
GS vs MKC
-36.0%
+190.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +5.1% | -7.3% | +12.4% | +5.9% |
| 30D | +2.4% | +4.0% | -1.5% | +2.0% |
| 3M | -11.5% | -11.5% | 0.0% | -10.6% |
| 6M | -2.5% | +1.1% | -3.6% | -3.3% |
| YTD | +5.5% | -29.9% | +35.3% | +10.3% |
| 1Y | +11.0% | -27.0% | +38.0% | +15.1% |
| 3Y | +200.1% | -22.3% | +222.4% | +203.5% |
| 5Y | +154.7% | -36.0% | +190.7% | +186.8% |
| All | +154.7% | -36.0% | +190.7% | +186.8% |
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