+141.0%
GS vs DD
+59.7%
+81.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.8% | -2.5% | -4.4% |
| 7D | -6.3% | +3.1% | -9.4% | -8.0% |
| 30D | -3.1% | +8.7% | -11.9% | -7.4% |
| 3M | -17.7% | -1.2% | -16.4% | -17.5% |
| 6M | -4.6% | -1.1% | -3.5% | -4.6% |
| YTD | +0.3% | +21.7% | -21.4% | -10.4% |
| 1Y | +11.7% | +24.0% | -12.3% | -1.3% |
| 3Y | +183.6% | +75.6% | +107.9% | +101.0% |
| 5Y | +141.0% | +58.2% | +82.8% | +71.5% |
| All | +141.0% | +59.7% | +81.2% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling