+486.7%
GS vs MSCI
+789.3%
-302.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.6% |
| 7D | -3.2% | +2.8% | -6.0% | -4.3% |
| 30D | -2.4% | +15.4% | -17.8% | -8.0% |
| 3M | -15.7% | +13.4% | -29.2% | -20.2% |
| 6M | -6.8% | +10.9% | -17.7% | -11.8% |
| YTD | -0.1% | +13.0% | -13.0% | -7.0% |
| 1Y | +12.1% | +12.0% | +0.1% | +4.7% |
| 3Y | +185.8% | +34.1% | +151.7% | +141.3% |
| 5Y | +140.1% | +3.9% | +136.2% | +118.9% |
| All | +486.7% | +789.3% | -302.6% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling