+1,348.1%
GS vs MKTX
+1,446.2%
-98.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -1.6% | +1.1% | -2.7% | -1.9% |
| 3M | -4.5% | +36.1% | -40.6% | -13.3% |
| 6M | +20.9% | -12.9% | +33.7% | +23.5% |
| YTD | +19.9% | -8.5% | +28.4% | +20.5% |
| 1Y | +41.4% | -7.5% | +49.0% | +41.1% |
| 3Y | +239.2% | -28.3% | +267.5% | +250.0% |
| 5Y | +185.0% | -63.3% | +248.3% | +247.4% |
| 10Y | +655.0% | +4.5% | +650.4% | +524.3% |
| All | +1,348.1% | +1,446.2% | -98.2% | +336.6% |
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