+19.7%
GS vs DOW
+50.2%
-30.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +3.1% |
| 7D | +0.3% | -4.2% | +4.5% | -0.2% |
| 30D | +3.9% | +14.7% | -10.8% | +5.7% |
| 3M | -11.4% | +9.1% | -20.5% | -10.3% |
| 6M | +3.7% | -17.7% | +21.4% | +2.9% |
| YTD | +7.1% | +44.6% | -37.5% | +0.7% |
| 1Y | +19.7% | +51.9% | -32.2% | +12.3% |
| All | +19.7% | +50.2% | -30.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling