+457.2%
GS vs DG
+119.6%
+337.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | +1.6% | +5.2% | -3.6% | +0.9% |
| 30D | +1.7% | +7.9% | -6.3% | +0.5% |
| 3M | -11.6% | +12.7% | -24.3% | -13.2% |
| 6M | -1.9% | +22.4% | -24.3% | -5.3% |
| YTD | +5.1% | +5.4% | -0.3% | +3.5% |
| 1Y | +16.4% | +39.4% | -23.0% | +9.7% |
| 3Y | +199.0% | +24.1% | +174.8% | +177.2% |
| 5Y | +157.4% | -32.2% | +189.6% | +175.5% |
| 10Y | +457.2% | +111.8% | +345.4% | +352.1% |
| All | +457.2% | +119.6% | +337.7% | +352.1% |
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