+38.4%
GS vs MKTX
-11.2%
+49.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.4% |
| 30D | +0.2% | +1.0% | -0.8% | +0.2% |
| 3M | -0.3% | +41.3% | -41.6% | +0.9% |
| 6M | +27.4% | -11.3% | +38.7% | +22.3% |
| YTD | +19.6% | -8.6% | +28.2% | +14.7% |
| All | +38.4% | -11.2% | +49.5% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling