+1,833.6%
GS vs DAR
+2,599.4%
-765.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.0% | +3.8% |
| 7D | +0.3% | -5.7% | +6.0% | +0.8% |
| 30D | +3.9% | -16.6% | +20.5% | +5.6% |
| 3M | -11.4% | -13.1% | +1.6% | -10.5% |
| 6M | +3.7% | -18.8% | +22.5% | +5.4% |
| YTD | +7.1% | +45.3% | -38.2% | +2.9% |
| 1Y | +19.7% | +60.6% | -41.0% | +13.8% |
| 3Y | +202.8% | +15.7% | +187.2% | +193.5% |
| 5Y | +156.7% | -37.6% | +194.3% | +161.1% |
| 10Y | +548.7% | +292.1% | +256.7% | +467.8% |
| All | +1,833.6% | +2,599.4% | -765.8% | +1,673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling