+438.8%
GS vs DG
+105.2%
+333.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | +4.3% | +3.2% | +1.1% | +3.8% |
| 3M | -11.7% | +10.4% | -22.1% | -13.0% |
| 6M | -3.2% | +33.2% | -36.3% | -7.6% |
| YTD | +5.8% | +3.0% | +2.8% | +4.6% |
| 1Y | +16.0% | +31.2% | -15.2% | +10.3% |
| 3Y | +199.8% | +21.8% | +177.9% | +178.6% |
| 5Y | +155.5% | -35.0% | +190.5% | +176.0% |
| All | +438.8% | +105.2% | +333.6% | +337.9% |
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