+654.3%
GS vs DD
+68.8%
+585.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.9% | -3.5% | +4.5% | +2.9% |
| 30D | -1.6% | -10.3% | +8.7% | +4.4% |
| 3M | -4.5% | -7.5% | +3.1% | -0.4% |
| 6M | +20.9% | -8.0% | +28.9% | +25.7% |
| YTD | +19.9% | +10.5% | +9.4% | +12.1% |
| 1Y | +41.4% | +38.3% | +3.1% | +15.8% |
| 3Y | +239.2% | +42.5% | +196.7% | +164.5% |
| 5Y | +185.0% | +60.2% | +124.9% | +102.3% |
| All | +654.3% | +68.8% | +585.5% | +315.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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