+139.3%
GS vs DLR
+32.6%
+106.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | -3.6% | +0.4% | -2.0% |
| 30D | -2.4% | -3.5% | +1.1% | -1.2% |
| 3M | -15.7% | -8.9% | -6.8% | -13.2% |
| 6M | -6.8% | -11.6% | +4.8% | -3.3% |
| YTD | -0.1% | +14.9% | -15.0% | -5.0% |
| 1Y | +12.1% | +6.4% | +5.7% | +9.2% |
| 3Y | +185.8% | +47.3% | +138.5% | +146.8% |
| All | +139.3% | +32.6% | +106.8% | +98.9% |
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