+454.7%
GS vs DOW
-11.5%
+466.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.2% |
| 7D | +0.8% | -9.4% | +10.3% | +4.8% |
| 30D | +1.2% | +8.9% | -7.7% | -2.6% |
| 3M | -12.4% | +6.7% | -19.1% | -15.6% |
| 6M | -2.3% | -14.2% | +11.9% | +2.0% |
| YTD | +4.6% | +36.9% | -32.3% | -15.8% |
| 1Y | +17.5% | +45.8% | -28.2% | -8.9% |
| 3Y | +202.0% | -23.9% | +225.9% | +212.9% |
| 5Y | +152.4% | -30.8% | +183.1% | +171.2% |
| All | +454.7% | -11.5% | +466.2% | +343.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling