+141.0%
GS vs DAR
-40.1%
+181.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -5.7% |
| 7D | -6.3% | -8.1% | +1.7% | -4.5% |
| 30D | -3.1% | -17.1% | +14.0% | +1.0% |
| 3M | -17.7% | -12.3% | -5.4% | -15.7% |
| 6M | -4.6% | -21.8% | +17.3% | +0.2% |
| YTD | +0.3% | +40.8% | -40.5% | -10.1% |
| 1Y | +11.7% | +57.4% | -45.6% | -3.0% |
| 3Y | +183.6% | +12.1% | +171.4% | +159.1% |
| 5Y | +141.0% | -40.2% | +181.2% | +179.0% |
| All | +141.0% | -40.1% | +181.1% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling