+41.4%
GS vs MSCI
+4.9%
+36.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | -1.6% | +0.6% | -2.1% | -1.6% |
| 3M | -4.5% | -7.1% | +2.6% | -4.0% |
| 6M | +20.9% | +0.8% | +20.0% | +19.8% |
| YTD | +19.9% | +1.0% | +18.9% | +18.8% |
| 1Y | +41.4% | +4.3% | +37.1% | +39.5% |
| All | +41.4% | +4.9% | +36.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling