+478.5%
GS vs MTB
+136.2%
+342.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.3% |
| 7D | +0.8% | -0.8% | +1.6% | +1.4% |
| 30D | +1.2% | +2.4% | -1.2% | -0.1% |
| 3M | -12.4% | -10.5% | -1.9% | -6.3% |
| 6M | -2.3% | +6.4% | -8.7% | -6.1% |
| YTD | +4.6% | +12.8% | -8.2% | -2.8% |
| 1Y | +17.5% | +23.3% | -5.8% | +3.5% |
| 3Y | +202.0% | +108.2% | +93.8% | +96.1% |
| 5Y | +152.4% | +68.6% | +83.8% | +76.2% |
| 10Y | +478.5% | +125.3% | +353.3% | +190.6% |
| All | +478.5% | +136.2% | +342.3% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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