+12.1%
GS vs MO
+42.5%
-30.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -1.1% |
| 7D | -3.2% | -2.4% | -0.8% | -4.2% |
| 30D | -2.4% | +9.7% | -12.1% | +1.7% |
| 3M | -15.7% | +14.1% | -29.9% | -10.5% |
| 6M | -6.8% | +11.9% | -18.6% | -1.7% |
| YTD | -0.1% | +38.4% | -38.5% | +12.7% |
| 1Y | +12.1% | +41.9% | -29.8% | +27.1% |
| All | +12.1% | +42.5% | -30.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling