+186.8%
GS vs MSCI
+36.7%
+150.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.6% | -5.6% |
| 7D | -6.3% | +6.0% | -12.4% | -7.8% |
| 30D | -3.1% | +18.2% | -21.3% | -7.5% |
| 3M | -17.7% | +15.1% | -32.8% | -20.9% |
| 6M | -4.6% | +13.7% | -18.3% | -8.8% |
| YTD | +0.3% | +15.6% | -15.3% | -5.3% |
| 1Y | +11.7% | +16.3% | -4.6% | +5.2% |
| All | +186.8% | +36.7% | +150.1% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling