+430.0%
GS vs DOW
-10.2%
+440.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.4% |
| 7D | -3.2% | -9.5% | +6.3% | +0.7% |
| 30D | -2.4% | +13.1% | -15.5% | -7.5% |
| 3M | -15.7% | +4.8% | -20.6% | -18.2% |
| 6M | -6.8% | -16.7% | +9.9% | -1.3% |
| YTD | -0.1% | +38.9% | -38.9% | -20.0% |
| 1Y | +12.1% | +48.3% | -36.2% | -13.6% |
| 3Y | +185.8% | -24.4% | +210.1% | +197.7% |
| 5Y | +140.1% | -29.2% | +169.3% | +155.4% |
| All | +430.0% | -10.2% | +440.2% | +321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling