+157.3%
GS vs DLR
+39.7%
+117.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.7% |
| 7D | +0.3% | +2.8% | -2.5% | -0.6% |
| 30D | +3.9% | +2.8% | +1.1% | +2.9% |
| 3M | -11.4% | -4.0% | -7.4% | -10.4% |
| 6M | +3.7% | -5.6% | +9.3% | +5.2% |
| YTD | +7.1% | +21.9% | -14.8% | -0.2% |
| 1Y | +19.7% | +13.0% | +6.6% | +14.2% |
| 3Y | +202.8% | +52.2% | +150.6% | +158.4% |
| All | +157.3% | +39.7% | +117.6% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling