+461.0%
GS vs DOW
-5.5%
+466.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +5.9% | +5.2% | +0.6% | +3.7% |
| 30D | +4.3% | +13.2% | -8.9% | -1.1% |
| 3M | -11.7% | +10.1% | -21.8% | -15.9% |
| 6M | -3.2% | -13.1% | +9.9% | +0.8% |
| YTD | +5.8% | +46.1% | -40.3% | -17.1% |
| 1Y | +16.0% | +50.0% | -34.0% | -10.6% |
| 3Y | +199.8% | -20.2% | +220.0% | +205.5% |
| 5Y | +155.5% | -27.7% | +183.2% | +170.6% |
| All | +461.0% | -5.5% | +466.5% | +337.2% |
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