+478.5%
GS vs MRK
+230.8%
+247.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.2% |
| 7D | +0.8% | +0.3% | +0.6% | +0.8% |
| 30D | +1.2% | +2.2% | -1.0% | +0.5% |
| 3M | -12.4% | +16.4% | -28.8% | -16.9% |
| 6M | -2.3% | +35.3% | -37.6% | -12.4% |
| YTD | +4.6% | +44.2% | -39.6% | -8.7% |
| 1Y | +17.5% | +77.5% | -60.0% | -4.9% |
| 3Y | +202.0% | +59.2% | +142.8% | +145.3% |
| 5Y | +152.4% | +109.6% | +42.8% | +76.1% |
| 10Y | +478.5% | +229.6% | +248.9% | +220.5% |
| All | +478.5% | +230.8% | +247.7% | +220.5% |
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