+1,704.0%
GS vs MRK
+473.6%
+1,230.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.5% |
| 30D | -2.4% | +2.8% | -5.2% | -3.6% |
| 3M | -15.7% | +15.0% | -30.7% | -20.7% |
| 6M | -6.8% | +30.9% | -37.7% | -17.1% |
| YTD | -0.1% | +42.3% | -42.3% | -14.4% |
| 1Y | +12.1% | +76.1% | -64.0% | -11.9% |
| 3Y | +185.8% | +54.1% | +131.7% | +129.5% |
| 5Y | +140.1% | +109.5% | +30.6% | +67.2% |
| 10Y | +505.2% | +254.8% | +250.5% | +233.1% |
| All | +1,704.0% | +473.6% | +1,230.4% | +590.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling