+42.5%
GS vs DE
+45.5%
-3.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +0.2% | +9.6% | -9.5% | -1.2% |
| 3M | -0.3% | +19.0% | -19.3% | -2.8% |
| 6M | +27.4% | +16.1% | +11.3% | +24.1% |
| YTD | +19.6% | +47.0% | -27.4% | +16.5% |
| 1Y | +42.5% | +43.1% | -0.7% | +41.2% |
| All | +42.5% | +45.5% | -3.0% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling