+139.3%
GS vs DG
-34.7%
+174.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.2% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | -2.4% | +9.5% | -11.9% | -2.9% |
| 3M | -15.7% | +5.5% | -21.2% | -16.0% |
| 6M | -6.8% | +16.1% | -22.9% | -7.8% |
| YTD | -0.1% | +2.7% | -2.7% | -0.4% |
| 1Y | +12.1% | +42.1% | -30.0% | +9.6% |
| 3Y | +185.8% | +19.3% | +166.5% | +179.8% |
| All | +139.3% | -34.7% | +174.0% | +160.0% |
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