+2,064.0%
GS vs MMM
+806.0%
+1,258.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | -3.3% | +4.3% | +3.2% |
| 30D | -1.6% | -7.0% | +5.4% | +3.2% |
| 3M | -4.5% | +10.8% | -15.3% | -11.3% |
| 6M | +20.9% | +5.8% | +15.1% | +15.4% |
| YTD | +19.9% | +6.8% | +13.1% | +12.8% |
| 1Y | +41.4% | +10.4% | +31.0% | +29.0% |
| 3Y | +239.2% | +104.7% | +134.5% | +92.7% |
| 5Y | +185.0% | +23.6% | +161.5% | +125.8% |
| 10Y | +655.0% | +54.1% | +600.8% | +388.1% |
| All | +2,064.0% | +806.0% | +1,258.0% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling