+157.4%
GS vs DOW
-29.7%
+187.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | 0.0% |
| 7D | +1.6% | -6.8% | +8.4% | +3.4% |
| 30D | +1.7% | +10.8% | -9.1% | -1.3% |
| 3M | -11.6% | +4.1% | -15.7% | -13.1% |
| 6M | -1.9% | -12.7% | +10.8% | +1.0% |
| YTD | +5.1% | +39.2% | -34.2% | -12.6% |
| 1Y | +16.4% | +49.5% | -33.1% | -6.4% |
| 3Y | +199.0% | -24.4% | +223.3% | +225.7% |
| 5Y | +157.4% | -29.6% | +187.0% | +185.2% |
| All | +157.4% | -29.7% | +187.1% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling