+438.8%
GS vs DD
+97.1%
+341.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +5.9% | +5.0% | +0.9% | +3.1% |
| 30D | +4.3% | +19.7% | -15.4% | -5.8% |
| 3M | -11.7% | +7.2% | -18.8% | -15.4% |
| 6M | -3.2% | +1.0% | -4.2% | -4.4% |
| YTD | +5.8% | +29.1% | -23.3% | -9.5% |
| 1Y | +16.0% | +28.5% | -12.5% | -0.5% |
| 3Y | +199.8% | +89.4% | +110.3% | +99.2% |
| 5Y | +155.5% | +67.1% | +88.4% | +78.2% |
| All | +438.8% | +97.1% | +341.7% | +176.2% |
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