+2,064.0%
GS vs DE
+5,454.3%
-3,390.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | +10.0% | -9.1% | -3.9% |
| 30D | -1.6% | +13.3% | -14.9% | -7.9% |
| 3M | -4.5% | +17.5% | -22.0% | -12.5% |
| 6M | +20.9% | +13.6% | +7.3% | +12.0% |
| YTD | +19.9% | +49.8% | -29.9% | -4.4% |
| 1Y | +41.4% | +47.9% | -6.5% | +12.9% |
| 3Y | +239.2% | +72.5% | +166.6% | +146.5% |
| 5Y | +185.0% | +90.2% | +94.8% | +89.5% |
| 10Y | +655.0% | +865.4% | -210.4% | +116.7% |
| All | +2,064.0% | +5,454.3% | -3,390.2% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling