+185.7%
GS vs DIA
+64.7%
+121.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.8% |
| 7D | +0.9% | -0.2% | +1.1% | +1.2% |
| 30D | -1.6% | -1.5% | 0.0% | +0.7% |
| 3M | -4.5% | +3.8% | -8.2% | -9.2% |
| 6M | +20.9% | +10.3% | +10.6% | +5.8% |
| YTD | +19.9% | +12.1% | +7.8% | +2.9% |
| 1Y | +41.4% | +18.6% | +22.8% | +12.3% |
| 3Y | +239.2% | +60.6% | +178.5% | +84.9% |
| All | +185.7% | +64.7% | +121.1% | +52.4% |
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