+486.7%
GS vs DE
+778.6%
-291.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -1.0% |
| 7D | -3.2% | -0.6% | -2.6% | -2.9% |
| 30D | -2.4% | +2.3% | -4.7% | -3.7% |
| 3M | -15.7% | +9.5% | -25.2% | -20.3% |
| 6M | -6.8% | +14.1% | -20.9% | -14.2% |
| YTD | -0.1% | +45.4% | -45.5% | -20.5% |
| 1Y | +12.1% | +42.9% | -30.8% | -10.3% |
| 3Y | +185.8% | +84.8% | +100.9% | +94.0% |
| 5Y | +140.1% | +101.8% | +38.3% | +47.3% |
| All | +486.7% | +778.6% | -291.9% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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