+141.0%
GS vs D
+14.9%
+126.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -6.3% | +6.9% | -13.3% | -7.9% |
| 30D | -3.1% | +12.3% | -15.5% | -6.1% |
| 3M | -17.7% | +3.0% | -20.7% | -18.3% |
| 6M | -4.6% | +12.8% | -17.3% | -7.9% |
| YTD | +0.3% | +22.6% | -22.3% | -5.7% |
| 1Y | +11.7% | +21.7% | -9.9% | +5.1% |
| 3Y | +183.6% | +83.9% | +99.6% | +129.0% |
| 5Y | +141.0% | +14.0% | +127.0% | +130.7% |
| All | +141.0% | +14.9% | +126.0% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling