+486.7%
GS vs DIA
+242.5%
+244.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -3.2% | -0.9% | -2.3% | -1.9% |
| 30D | -2.4% | +0.3% | -2.7% | -2.6% |
| 3M | -15.7% | -4.5% | -11.2% | -10.1% |
| 6M | -6.8% | +3.4% | -10.1% | -10.0% |
| YTD | -0.1% | +7.8% | -7.8% | -8.2% |
| 1Y | +12.1% | +10.7% | +1.3% | -0.5% |
| 3Y | +185.8% | +57.5% | +128.2% | +64.8% |
| 5Y | +140.1% | +53.7% | +86.4% | +44.1% |
| All | +486.7% | +242.5% | +244.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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