+448.8%
GS vs DAR
+271.3%
+177.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +1.0% |
| 7D | +1.6% | -3.8% | +5.4% | +2.9% |
| 30D | +1.7% | -14.4% | +16.1% | +6.8% |
| 3M | -11.6% | -17.9% | +6.3% | -6.3% |
| 6M | -1.9% | -18.3% | +16.4% | +3.4% |
| YTD | +5.1% | +43.2% | -38.2% | -9.6% |
| 1Y | +16.4% | +57.7% | -41.3% | -3.4% |
| 3Y | +199.0% | +22.7% | +176.2% | +155.4% |
| 5Y | +157.4% | -34.0% | +191.5% | +168.4% |
| All | +448.8% | +271.3% | +177.6% | +151.9% |
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