+185.8%
GS vs DIA
+57.6%
+128.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.3% |
| 7D | -3.2% | -0.9% | -2.3% | -1.6% |
| 30D | -2.4% | +0.3% | -2.7% | -2.7% |
| 3M | -15.7% | -4.5% | -11.2% | -8.8% |
| 6M | -6.8% | +3.4% | -10.1% | -10.9% |
| YTD | -0.1% | +7.8% | -7.8% | -10.2% |
| 1Y | +12.1% | +10.7% | +1.3% | -3.3% |
| 3Y | +185.8% | +57.5% | +128.2% | +49.1% |
| All | +185.8% | +57.6% | +128.2% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling