+155.6%
GS vs MO
+156.3%
-0.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +5.9% | +3.3% | +2.5% | +5.7% |
| 30D | +4.3% | +7.5% | -3.2% | +3.9% |
| 3M | -11.7% | +22.8% | -34.4% | -12.9% |
| 6M | -3.2% | +13.4% | -16.5% | -4.4% |
| YTD | +5.8% | +43.0% | -37.2% | -0.6% |
| 1Y | +16.0% | +45.2% | -29.2% | +8.6% |
| 3Y | +199.8% | +145.5% | +54.2% | +130.7% |
| All | +155.6% | +156.3% | -0.7% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling