+642.6%
GS vs MRK
+238.6%
+404.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +3.4% | -0.9% | +4.3% | +3.7% |
| 30D | +0.2% | +15.5% | -15.3% | -4.6% |
| 3M | -0.3% | +25.1% | -25.4% | -8.1% |
| 6M | +27.4% | +30.1% | -2.7% | +15.6% |
| YTD | +19.6% | +43.1% | -23.5% | +4.5% |
| 1Y | +42.5% | +82.5% | -40.0% | +13.3% |
| 3Y | +240.4% | +49.3% | +191.1% | +183.6% |
| 5Y | +188.9% | +130.3% | +58.6% | +87.8% |
| 10Y | +642.6% | +234.3% | +408.2% | +300.3% |
| All | +642.6% | +238.6% | +404.0% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 10y: compounded portfolio wealth divided by compounded MRK 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…
10y analysis · Full analysis span regression · 6 months rolling