+457.2%
GS vs MRK
+226.2%
+231.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.6% | +2.3% | -0.8% | +0.9% |
| 30D | +1.7% | +1.7% | 0.0% | +1.0% |
| 3M | -11.6% | +13.8% | -25.3% | -15.5% |
| 6M | -1.9% | +34.7% | -36.6% | -11.9% |
| YTD | +5.1% | +43.6% | -38.5% | -8.1% |
| 1Y | +16.4% | +75.7% | -59.3% | -5.4% |
| 3Y | +199.0% | +60.0% | +138.9% | +142.2% |
| 5Y | +157.4% | +105.4% | +52.1% | +81.6% |
| 10Y | +457.2% | +224.1% | +233.1% | +203.5% |
| All | +457.2% | +226.2% | +231.0% | +203.5% |
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