+486.7%
GS vs MMM
+82.0%
+404.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.4% |
| 7D | -3.2% | +6.2% | -9.4% | -6.5% |
| 30D | -2.4% | +14.2% | -16.6% | -9.6% |
| 3M | -15.7% | +2.9% | -18.6% | -17.4% |
| 6M | -6.8% | +27.6% | -34.3% | -19.5% |
| YTD | -0.1% | +17.3% | -17.3% | -10.1% |
| 1Y | +12.1% | +15.1% | -3.0% | +1.8% |
| 3Y | +185.8% | +157.1% | +28.7% | +53.4% |
| 5Y | +140.1% | +45.1% | +95.0% | +85.7% |
| All | +486.7% | +82.0% | +404.7% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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