+140.2%
GS vs DG
-32.6%
+172.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -6.2% |
| 7D | -6.3% | +6.1% | -12.4% | -6.6% |
| 30D | -3.1% | +11.9% | -15.1% | -3.7% |
| 3M | -17.7% | +9.3% | -26.9% | -18.1% |
| 6M | -4.6% | +19.1% | -23.7% | -5.7% |
| YTD | +0.3% | +5.9% | -5.6% | -0.2% |
| 1Y | +11.7% | +39.8% | -28.1% | +9.3% |
| 3Y | +183.6% | +23.4% | +160.2% | +177.0% |
| All | +140.2% | -32.6% | +172.8% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling