+528.0%
GS vs MSCI
+2,756.4%
-2,228.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -1.6% | +0.6% | -2.1% | -2.0% |
| 3M | -4.5% | -7.1% | +2.6% | -2.3% |
| 6M | +20.9% | +0.8% | +20.0% | +18.3% |
| YTD | +19.9% | +1.0% | +18.9% | +16.4% |
| 1Y | +41.4% | +4.3% | +37.1% | +34.4% |
| 3Y | +239.2% | +9.9% | +229.2% | +207.0% |
| 5Y | +185.0% | -6.8% | +191.8% | +167.9% |
| 10Y | +655.0% | +614.7% | +40.3% | +126.1% |
| All | +528.0% | +2,756.4% | -2,228.4% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling