+2,064.0%
GS vs MKC
+1,104.4%
+959.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | +0.9% | -5.9% | +6.8% | +3.0% |
| 30D | -1.6% | -0.9% | -0.7% | -1.5% |
| 3M | -4.5% | +12.7% | -17.2% | -9.3% |
| 6M | +20.9% | -19.3% | +40.2% | +28.6% |
| YTD | +19.9% | -22.2% | +42.0% | +28.2% |
| 1Y | +41.4% | -23.3% | +64.8% | +51.5% |
| 3Y | +239.2% | -30.0% | +269.2% | +269.2% |
| 5Y | +185.0% | -33.8% | +218.8% | +210.0% |
| 10Y | +655.0% | +24.4% | +630.5% | +497.2% |
| All | +2,064.0% | +1,104.4% | +959.6% | +787.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling