+486.7%
GS vs DAR
+268.8%
+217.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -3.2% | -9.9% | +6.7% | +0.1% |
| 30D | -2.4% | -16.4% | +14.0% | +3.2% |
| 3M | -15.7% | -17.1% | +1.3% | -11.2% |
| 6M | -6.8% | -20.5% | +13.7% | -0.8% |
| YTD | -0.1% | +39.4% | -39.5% | -13.2% |
| 1Y | +12.1% | +57.2% | -45.1% | -6.9% |
| 3Y | +185.8% | +13.9% | +171.9% | +151.1% |
| 5Y | +140.1% | -40.8% | +180.9% | +161.6% |
| All | +486.7% | +268.8% | +217.9% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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