+185.7%
GS vs DD
+61.3%
+124.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.9% | -3.5% | +4.5% | +2.7% |
| 30D | -1.6% | -10.3% | +8.7% | +3.8% |
| 3M | -4.5% | -7.5% | +3.1% | -0.8% |
| 6M | +20.9% | -8.0% | +28.9% | +25.3% |
| YTD | +19.9% | +10.5% | +9.4% | +12.9% |
| 1Y | +41.4% | +38.3% | +3.1% | +18.0% |
| 3Y | +239.2% | +42.5% | +196.7% | +170.7% |
| All | +185.7% | +61.3% | +124.4% | +105.8% |
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