+188.9%
GS vs DGX
+66.8%
+122.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +0.2% | -1.2% | +1.4% | +0.5% |
| 3M | -0.3% | +19.9% | -20.2% | -5.2% |
| 6M | +27.4% | +19.2% | +8.1% | +21.1% |
| YTD | +19.6% | +37.5% | -17.8% | +8.6% |
| 1Y | +42.5% | +31.3% | +11.2% | +30.9% |
| 3Y | +240.4% | +96.6% | +143.8% | +166.1% |
| 5Y | +188.9% | +64.3% | +124.6% | +122.5% |
| All | +188.9% | +66.8% | +122.1% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling