+11.0%
GS vs DG
+31.9%
-20.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.3% |
| 7D | +5.1% | -2.5% | +7.6% | +5.3% |
| 30D | +2.4% | +7.7% | -5.3% | +2.3% |
| 3M | -11.5% | +13.1% | -24.6% | -11.8% |
| 6M | -2.5% | +32.0% | -34.5% | -5.0% |
| YTD | +5.5% | +3.3% | +2.1% | +6.5% |
| 1Y | +11.0% | +31.7% | -20.6% | +10.6% |
| All | +11.0% | +31.9% | -20.9% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling