+633.1%
GS vs DGX
+249.5%
+383.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.2% |
| 7D | -1.7% | -3.5% | +1.7% | -0.4% |
| 30D | -0.9% | -2.7% | +1.7% | +0.1% |
| 3M | +2.3% | +13.9% | -11.5% | -3.4% |
| 6M | +23.4% | +16.0% | +7.4% | +15.3% |
| YTD | +17.7% | +34.9% | -17.2% | +2.7% |
| 1Y | +35.1% | +30.6% | +4.6% | +19.1% |
| 3Y | +234.9% | +93.0% | +141.9% | +142.3% |
| 5Y | +185.3% | +64.4% | +120.9% | +118.1% |
| All | +633.1% | +249.5% | +383.6% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling