+438.8%
GS vs DLR
+188.2%
+250.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +5.9% | +3.3% | +2.5% | +4.8% |
| 30D | +4.3% | +4.6% | -0.3% | +2.9% |
| 3M | -11.7% | -8.3% | -3.4% | -9.4% |
| 6M | -3.2% | -5.6% | +2.5% | -1.8% |
| YTD | +5.8% | +18.7% | -12.9% | -0.1% |
| 1Y | +16.0% | +17.1% | -1.1% | +10.0% |
| 3Y | +199.8% | +54.4% | +145.4% | +158.2% |
| 5Y | +155.5% | +36.5% | +119.0% | +122.7% |
| All | +438.8% | +188.2% | +250.6% | +332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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