+654.3%
GS vs MMM
+54.3%
+600.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | -3.3% | +4.3% | +2.9% |
| 30D | -1.6% | -7.0% | +5.4% | +2.5% |
| 3M | -4.5% | +10.8% | -15.3% | -10.3% |
| 6M | +20.9% | +5.8% | +15.1% | +16.3% |
| YTD | +19.9% | +6.8% | +13.1% | +14.0% |
| 1Y | +41.4% | +10.4% | +31.0% | +31.0% |
| 3Y | +239.2% | +104.7% | +134.5% | +109.4% |
| 5Y | +185.0% | +23.6% | +161.5% | +144.3% |
| All | +654.3% | +54.3% | +600.0% | +423.9% |
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