+478.5%
GS vs DG
+128.5%
+350.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.4% |
| 7D | +0.8% | +0.7% | +0.2% | +0.7% |
| 30D | +1.2% | +7.4% | -6.2% | +0.1% |
| 3M | -12.4% | +8.5% | -20.9% | -13.6% |
| 6M | -2.3% | +21.9% | -24.2% | -5.7% |
| YTD | +4.6% | +4.9% | -0.3% | +3.1% |
| 1Y | +17.5% | +40.4% | -22.9% | +10.5% |
| 3Y | +202.0% | +23.5% | +178.5% | +180.0% |
| 5Y | +152.4% | -32.3% | +184.7% | +170.1% |
| 10Y | +478.5% | +119.3% | +359.2% | +361.0% |
| All | +478.5% | +128.5% | +350.1% | +361.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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