+215.1%
GS vs MNDY
-47.4%
+262.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.7% |
| 7D | +0.9% | -9.6% | +10.5% | +2.0% |
| 30D | -1.6% | -0.4% | -1.2% | -1.8% |
| 3M | -4.5% | +4.3% | -8.8% | -5.5% |
| 6M | +20.9% | +19.8% | +1.1% | +17.1% |
| YTD | +19.9% | -38.3% | +58.2% | +24.5% |
| 1Y | +41.4% | -50.1% | +91.5% | +49.8% |
| 3Y | +239.2% | -48.4% | +287.6% | +251.9% |
| 5Y | +185.0% | -76.0% | +261.1% | +181.9% |
| All | +215.1% | -47.4% | +262.5% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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