+486.7%
GS vs DG
+122.0%
+364.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | -2.4% | +9.5% | -11.9% | -3.7% |
| 3M | -15.7% | +5.5% | -21.2% | -16.6% |
| 6M | -6.8% | +16.1% | -22.9% | -9.4% |
| YTD | -0.1% | +2.7% | -2.7% | -1.2% |
| 1Y | +12.1% | +42.1% | -30.0% | +5.1% |
| 3Y | +185.8% | +19.3% | +166.5% | +166.5% |
| 5Y | +140.1% | -35.3% | +175.4% | +159.8% |
| All | +486.7% | +122.0% | +364.7% | +357.5% |
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