+16.0%
GS vs MMM
+10.2%
+5.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +5.9% | -0.4% | +6.2% | +6.0% |
| 30D | +4.3% | +12.1% | -7.8% | +0.7% |
| 3M | -11.7% | +1.4% | -13.1% | -12.0% |
| 6M | -3.2% | +26.6% | -29.8% | -10.2% |
| YTD | +5.8% | +16.8% | -11.0% | -0.6% |
| 1Y | +16.0% | +10.1% | +5.9% | +12.6% |
| All | +16.0% | +10.2% | +5.8% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling