+2,064.0%
GS vs DGX
+5,695.1%
-3,631.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.9% | -2.3% | +3.3% | +1.8% |
| 30D | -1.6% | +0.6% | -2.1% | -1.8% |
| 3M | -4.5% | +21.4% | -25.9% | -11.6% |
| 6M | +20.9% | +14.7% | +6.2% | +14.1% |
| YTD | +19.9% | +38.4% | -18.6% | +5.2% |
| 1Y | +41.4% | +34.0% | +7.4% | +25.3% |
| 3Y | +239.2% | +92.7% | +146.5% | +158.8% |
| 5Y | +185.0% | +67.7% | +117.3% | +126.3% |
| 10Y | +655.0% | +248.0% | +406.9% | +347.0% |
| All | +2,064.0% | +5,695.1% | -3,631.0% | +351.8% |
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