+141.0%
GS vs MMM
+46.9%
+94.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.2% | -5.0% |
| 7D | -6.3% | +5.9% | -12.2% | -8.6% |
| 30D | -3.1% | +14.7% | -17.9% | -8.9% |
| 3M | -17.7% | +3.6% | -21.2% | -19.0% |
| 6M | -4.6% | +32.7% | -37.3% | -16.1% |
| YTD | +0.3% | +18.9% | -18.6% | -8.0% |
| 1Y | +11.7% | +16.4% | -4.7% | +3.5% |
| 3Y | +183.6% | +159.8% | +23.8% | +81.3% |
| 5Y | +141.0% | +47.2% | +93.8% | +98.9% |
| All | +141.0% | +46.9% | +94.0% | +98.9% |
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 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