+185.7%
GS vs MRK
+129.4%
+56.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +0.9% | +1.3% | -0.4% | +0.8% |
| 30D | -1.6% | +17.1% | -18.7% | -3.4% |
| 3M | -4.5% | +25.9% | -30.4% | -7.4% |
| 6M | +20.9% | +26.8% | -5.9% | +17.0% |
| YTD | +19.9% | +44.9% | -25.0% | +13.5% |
| 1Y | +41.4% | +84.8% | -43.4% | +28.7% |
| 3Y | +239.2% | +50.1% | +189.1% | +211.7% |
| All | +185.7% | +129.4% | +56.3% | +146.6% |
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 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