+139.3%
GS vs DD
+58.5%
+80.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -3.2% | +4.6% | -7.8% | -5.6% |
| 30D | -2.4% | +11.8% | -14.2% | -8.0% |
| 3M | -15.7% | +2.2% | -17.9% | -17.0% |
| 6M | -6.8% | -1.6% | -5.1% | -6.6% |
| YTD | -0.1% | +23.0% | -23.1% | -11.3% |
| 1Y | +12.1% | +26.9% | -14.8% | -2.1% |
| 3Y | +185.8% | +77.9% | +107.9% | +101.2% |
| All | +139.3% | +58.5% | +80.9% | +69.4% |
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