+188.9%
GS vs MKTX
-61.3%
+250.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +0.2% | +1.0% | -0.8% | +0.1% |
| 3M | -0.3% | +41.3% | -41.6% | -4.8% |
| 6M | +27.4% | -11.3% | +38.7% | +29.1% |
| YTD | +19.6% | -8.6% | +28.2% | +20.5% |
| 1Y | +42.5% | -11.1% | +53.5% | +44.0% |
| 3Y | +240.4% | -24.5% | +264.9% | +242.9% |
| 5Y | +188.9% | -61.4% | +250.3% | +215.0% |
| All | +188.9% | -61.3% | +250.2% | +215.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling