-6.8%
GS vs DE
+16.4%
-23.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -2.4% | +2.3% | -4.7% | -2.7% |
| 3M | -15.7% | +9.5% | -25.2% | -16.9% |
| 6M | -6.8% | +14.1% | -20.9% | -9.0% |
| All | -6.8% | +16.4% | -23.2% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling