+478.5%
GS vs DE
+798.9%
-320.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.7% | +3.2% |
| 7D | +0.8% | +3.5% | -2.7% | -0.8% |
| 30D | +1.2% | +11.3% | -10.1% | -4.2% |
| 3M | -12.4% | +11.6% | -24.0% | -17.9% |
| 6M | -2.3% | +20.9% | -23.2% | -12.7% |
| YTD | +4.6% | +49.7% | -45.1% | -17.9% |
| 1Y | +17.5% | +49.5% | -31.9% | -8.1% |
| 3Y | +202.0% | +94.7% | +107.4% | +99.7% |
| 5Y | +152.4% | +107.4% | +45.0% | +53.0% |
| 10Y | +478.5% | +793.2% | -314.6% | +64.4% |
| All | +478.5% | +798.9% | -320.3% | +64.4% |
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