+478.5%
GS vs DD
+105.4%
+373.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.9% | -1.2% | +1.5% |
| 7D | +0.8% | +9.8% | -9.0% | -4.4% |
| 30D | +1.2% | +19.3% | -18.1% | -8.4% |
| 3M | -12.4% | +9.4% | -21.8% | -17.0% |
| 6M | -2.3% | +4.8% | -7.1% | -5.5% |
| YTD | +4.6% | +30.2% | -25.6% | -10.9% |
| 1Y | +17.5% | +32.2% | -14.7% | -0.8% |
| 3Y | +202.0% | +93.1% | +108.9% | +98.7% |
| 5Y | +152.4% | +68.0% | +84.4% | +75.5% |
| 10Y | +478.5% | +98.5% | +380.1% | +201.0% |
| All | +478.5% | +105.4% | +373.2% | +201.0% |
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