+185.7%
GS vs MMM
+24.5%
+161.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | -3.3% | +4.3% | +2.4% |
| 30D | -1.6% | -7.0% | +5.4% | +1.6% |
| 3M | -4.5% | +10.8% | -15.3% | -9.0% |
| 6M | +20.9% | +5.8% | +15.1% | +17.4% |
| YTD | +19.9% | +6.8% | +13.1% | +15.4% |
| 1Y | +41.4% | +10.4% | +31.0% | +33.4% |
| 3Y | +239.2% | +104.7% | +134.5% | +140.9% |
| All | +185.7% | +24.5% | +161.2% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling