+1,788.2%
GS vs DGX
+6,269.2%
-4,481.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.1% |
| 7D | +0.8% | +3.5% | -2.7% | -0.4% |
| 30D | +1.2% | +12.4% | -11.2% | -2.9% |
| 3M | -12.4% | +9.3% | -21.8% | -15.3% |
| 6M | -2.3% | +39.7% | -42.0% | -14.2% |
| YTD | +4.6% | +52.2% | -47.6% | -11.4% |
| 1Y | +17.5% | +47.1% | -29.6% | +0.7% |
| 3Y | +202.0% | +108.8% | +93.3% | +123.8% |
| 5Y | +152.4% | +101.4% | +51.0% | +87.3% |
| 10Y | +478.5% | +293.1% | +185.5% | +228.0% |
| All | +1,788.2% | +6,269.2% | -4,481.0% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling