+185.8%
GS vs DLR
+44.1%
+141.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | -3.6% | +0.4% | -1.9% |
| 30D | -2.4% | -3.5% | +1.1% | -1.2% |
| 3M | -15.7% | -8.9% | -6.8% | -13.1% |
| 6M | -6.8% | -11.6% | +4.8% | -3.1% |
| YTD | -0.1% | +14.9% | -15.0% | -5.0% |
| 1Y | +12.1% | +6.4% | +5.7% | +9.1% |
| 3Y | +185.8% | +47.3% | +138.5% | +146.2% |
| All | +185.8% | +44.1% | +141.7% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling