+691.5%
GS vs DG
+606.1%
+85.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.9% | +8.4% | -7.5% | -0.4% |
| 30D | -1.6% | +4.9% | -6.5% | -2.4% |
| 3M | -4.5% | +29.3% | -33.8% | -8.8% |
| 6M | +20.9% | -11.3% | +32.1% | +22.6% |
| YTD | +19.9% | +1.8% | +18.1% | +18.7% |
| 1Y | +41.4% | +25.3% | +16.1% | +34.7% |
| 3Y | +239.2% | +9.1% | +230.1% | +220.7% |
| 5Y | +185.0% | -34.9% | +219.9% | +199.0% |
| 10Y | +655.0% | +108.2% | +546.8% | +505.3% |
| All | +691.5% | +606.1% | +85.5% | +382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling