+650.5%
GS vs MKTX
+7.4%
+643.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.4% | +0.3% | +2.2% | +2.4% |
| 30D | -0.1% | +1.0% | -1.0% | -0.2% |
| 3M | +0.2% | +40.8% | -40.6% | -6.5% |
| 6M | +24.8% | -10.9% | +35.7% | +26.6% |
| YTD | +18.8% | -8.6% | +27.3% | +19.7% |
| 1Y | +37.3% | -11.6% | +48.9% | +39.0% |
| 3Y | +237.9% | -24.5% | +262.4% | +242.8% |
| 5Y | +187.0% | -60.7% | +247.8% | +231.4% |
| 10Y | +650.5% | +5.1% | +645.4% | +505.9% |
| All | +650.5% | +7.4% | +643.1% | +505.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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