+1,163.5%
GS vs MKTX
+1,467.9%
-304.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.6% | +4.7% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +1.2% | +0.7% | +0.6% | +1.0% |
| 3M | -12.4% | +2.4% | -14.8% | -13.0% |
| 6M | -2.3% | +13.5% | -15.8% | -7.0% |
| YTD | +4.6% | -7.2% | +11.8% | +4.7% |
| 1Y | +17.5% | +1.0% | +16.6% | +14.7% |
| 3Y | +202.0% | -23.7% | +225.8% | +207.4% |
| 5Y | +152.4% | -54.4% | +206.8% | +188.9% |
| 10Y | +478.5% | +13.2% | +465.3% | +367.1% |
| All | +1,163.5% | +1,467.9% | -304.4% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling