+2,064.0%
GS vs MRK
+484.2%
+1,579.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +0.9% | +1.3% | -0.4% | +0.4% |
| 30D | -1.6% | +17.1% | -18.7% | -7.8% |
| 3M | -4.5% | +25.9% | -30.4% | -13.4% |
| 6M | +20.9% | +26.8% | -5.9% | +9.0% |
| YTD | +19.9% | +44.9% | -25.0% | +2.2% |
| 1Y | +41.4% | +84.8% | -43.4% | +8.8% |
| 3Y | +239.2% | +50.1% | +189.1% | +176.1% |
| 5Y | +185.0% | +127.4% | +57.6% | +90.7% |
| 10Y | +655.0% | +240.0% | +415.0% | +323.6% |
| All | +2,064.0% | +484.2% | +1,579.8% | +724.7% |
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