+16.6%
GS vs DOW
+53.6%
-37.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.5% | +2.2% |
| 7D | -0.1% | -0.5% | +0.4% | -0.2% |
| 30D | +3.7% | +15.7% | -12.0% | +5.6% |
| 3M | -10.0% | +5.3% | -15.3% | -9.2% |
| 6M | -1.0% | -14.2% | +13.2% | -1.5% |
| YTD | +7.0% | +43.9% | -36.9% | +0.5% |
| 1Y | +16.6% | +53.1% | -36.4% | +9.3% |
| All | +16.6% | +53.6% | -37.0% | +9.3% |
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