+155.6%
GS vs DE
+98.5%
+57.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | +4.3% | +3.6% | +0.7% | +3.0% |
| 3M | -11.7% | +10.2% | -21.9% | -15.2% |
| 6M | -3.2% | +16.6% | -19.7% | -9.4% |
| YTD | +5.8% | +45.8% | -40.0% | -10.7% |
| 1Y | +16.0% | +43.9% | -27.9% | -1.8% |
| 3Y | +199.8% | +89.6% | +110.1% | +123.7% |
| All | +155.6% | +98.5% | +57.1% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling