+141.0%
GS vs DIA
+54.5%
+86.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.5% | -2.8% | -1.2% |
| 7D | -6.3% | -1.6% | -4.7% | -3.9% |
| 30D | -3.1% | 0.0% | -3.1% | -2.9% |
| 3M | -17.7% | -4.9% | -12.7% | -11.0% |
| 6M | -4.6% | +5.0% | -9.6% | -10.3% |
| YTD | +0.3% | +8.2% | -7.9% | -9.1% |
| 1Y | +11.7% | +10.3% | +1.4% | -1.3% |
| 3Y | +183.6% | +58.4% | +125.2% | +59.0% |
| 5Y | +141.0% | +54.3% | +86.6% | +41.9% |
| All | +141.0% | +54.5% | +86.5% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling