+152.4%
GS vs DGX
+102.1%
+50.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.3% |
| 7D | +0.8% | +3.5% | -2.7% | 0.0% |
| 30D | +1.2% | +12.4% | -11.2% | -1.5% |
| 3M | -12.4% | +9.3% | -21.8% | -14.3% |
| 6M | -2.3% | +39.7% | -42.0% | -10.8% |
| YTD | +4.6% | +52.2% | -47.6% | -7.4% |
| 1Y | +17.5% | +47.1% | -29.6% | +5.0% |
| 3Y | +202.0% | +108.8% | +93.3% | +133.6% |
| 5Y | +152.4% | +101.4% | +51.0% | +85.3% |
| All | +152.4% | +102.1% | +50.2% | +85.3% |
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