+12.1%
GS vs DOW
+44.3%
-32.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | -0.6% |
| 7D | -3.2% | -9.5% | +6.3% | -4.4% |
| 30D | -2.4% | +13.1% | -15.5% | -0.8% |
| 3M | -15.7% | +4.8% | -20.6% | -15.1% |
| 6M | -6.8% | -16.7% | +9.9% | -7.6% |
| YTD | -0.1% | +38.9% | -38.9% | -6.4% |
| 1Y | +12.1% | +48.3% | -36.2% | +5.0% |
| All | +12.1% | +44.3% | -32.2% | +5.0% |
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