+155.6%
GS vs MRK
+104.6%
+51.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +5.9% | +0.7% | +5.2% | +5.8% |
| 30D | +4.3% | +0.3% | +4.0% | +4.3% |
| 3M | -11.7% | +9.7% | -21.3% | -12.8% |
| 6M | -3.2% | +32.0% | -35.1% | -7.4% |
| YTD | +5.8% | +43.3% | -37.5% | -0.5% |
| 1Y | +16.0% | +63.7% | -47.6% | +6.6% |
| 3Y | +199.8% | +58.0% | +141.7% | +167.5% |
| All | +155.6% | +104.6% | +51.0% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling