+1,710.5%
GS vs D
+964.0%
+746.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -6.3% | +6.9% | -13.3% | -9.0% |
| 30D | -3.1% | +12.3% | -15.5% | -8.0% |
| 3M | -17.7% | +3.0% | -20.7% | -18.9% |
| 6M | -4.6% | +12.8% | -17.3% | -10.0% |
| YTD | +0.3% | +22.6% | -22.3% | -9.1% |
| 1Y | +11.7% | +21.7% | -9.9% | +1.3% |
| 3Y | +183.6% | +83.9% | +99.6% | +109.0% |
| 5Y | +141.0% | +14.0% | +127.0% | +117.1% |
| 10Y | +507.4% | +45.6% | +461.9% | +361.1% |
| All | +1,710.5% | +964.0% | +746.5% | +693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling