+12.1%
GS vs D
+19.8%
-7.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -3.2% | +3.0% | -6.2% | -3.3% |
| 30D | -2.4% | +11.5% | -13.9% | -2.5% |
| 3M | -15.7% | +3.7% | -19.5% | -15.8% |
| 6M | -6.8% | +13.5% | -20.3% | -6.8% |
| YTD | -0.1% | +20.7% | -20.8% | +0.7% |
| 1Y | +12.1% | +18.2% | -6.1% | +13.3% |
| All | +12.1% | +19.8% | -7.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling