+1,833.6%
GS vs MMM
+942.5%
+891.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.5% | -6.0% | -2.7% |
| 7D | +0.3% | +12.2% | -11.9% | -7.3% |
| 30D | +3.9% | +18.8% | -15.0% | -7.7% |
| 3M | -11.4% | +7.4% | -18.8% | -16.0% |
| 6M | +3.7% | +38.3% | -34.6% | -17.4% |
| YTD | +7.1% | +22.9% | -15.7% | -8.6% |
| 1Y | +19.7% | +23.0% | -3.3% | +1.9% |
| 3Y | +202.8% | +168.4% | +34.5% | +42.8% |
| 5Y | +156.7% | +53.0% | +103.7% | +75.0% |
| 10Y | +548.7% | +92.6% | +456.1% | +258.2% |
| All | +1,833.6% | +942.5% | +891.1% | +298.3% |
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