+457.2%
GS vs DE
+783.8%
-326.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | +1.6% | +3.3% | -1.7% | 0.0% |
| 30D | +1.7% | +10.7% | -9.1% | -3.5% |
| 3M | -11.6% | +13.1% | -24.7% | -17.7% |
| 6M | -1.9% | +20.2% | -22.1% | -12.0% |
| YTD | +5.1% | +48.9% | -43.8% | -17.3% |
| 1Y | +16.4% | +46.6% | -30.2% | -8.0% |
| 3Y | +199.0% | +91.4% | +107.6% | +99.5% |
| 5Y | +157.4% | +108.1% | +49.3% | +55.6% |
| 10Y | +457.2% | +782.7% | -325.5% | +59.1% |
| All | +457.2% | +783.8% | -326.5% | +59.1% |
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