+2,064.0%
GS vs DIA
+765.7%
+1,298.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -4.5% | +3.8% | -8.2% | -8.8% |
| 6M | +20.9% | +10.3% | +10.6% | +6.7% |
| YTD | +19.9% | +12.1% | +7.8% | +3.8% |
| 1Y | +41.4% | +18.6% | +22.8% | +13.7% |
| 3Y | +239.2% | +60.6% | +178.5% | +85.6% |
| 5Y | +185.0% | +64.4% | +120.6% | +52.1% |
| 10Y | +655.0% | +250.1% | +404.9% | +47.9% |
| All | +2,064.0% | +765.7% | +1,298.4% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling