+198.8%
GS vs MRK
+59.3%
+139.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | +2.4% | +3.5% | -1.1% | +2.2% |
| 3M | -11.5% | +11.2% | -22.7% | -12.0% |
| 6M | -2.5% | +32.5% | -35.0% | -5.0% |
| YTD | +5.5% | +42.5% | -37.0% | +1.8% |
| 1Y | +11.0% | +65.4% | -54.4% | +5.4% |
| All | +198.8% | +59.3% | +139.5% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling