+1,704.0%
GS vs MTB
+685.5%
+1,018.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | +0.2% |
| 7D | -3.2% | -1.3% | -1.9% | -2.3% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | -15.7% | -12.4% | -3.4% | -8.2% |
| 6M | -6.8% | +1.5% | -8.3% | -7.9% |
| YTD | -0.1% | +10.3% | -10.4% | -6.3% |
| 1Y | +12.1% | +22.2% | -10.1% | -1.7% |
| 3Y | +185.8% | +96.9% | +88.8% | +83.7% |
| 5Y | +140.1% | +64.3% | +75.8% | +63.8% |
| 10Y | +505.2% | +137.8% | +367.4% | +196.9% |
| All | +1,704.0% | +685.5% | +1,018.5% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling