+562.2%
GS vs DG
+635.1%
-72.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -6.0% |
| 7D | -6.3% | +6.1% | -12.4% | -7.2% |
| 30D | -3.1% | +11.9% | -15.1% | -4.9% |
| 3M | -17.7% | +9.3% | -26.9% | -19.0% |
| 6M | -4.6% | +19.1% | -23.7% | -7.9% |
| YTD | +0.3% | +5.9% | -5.6% | -1.5% |
| 1Y | +11.7% | +39.8% | -28.1% | +4.5% |
| 3Y | +183.6% | +23.4% | +160.2% | +161.4% |
| 5Y | +141.0% | -33.3% | +174.2% | +151.8% |
| 10Y | +507.4% | +131.0% | +376.4% | +377.5% |
| All | +562.2% | +635.1% | -72.9% | +300.1% |
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