+457.2%
GS vs DRI
+343.2%
+114.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.6% | +4.2% | -2.7% | -0.1% |
| 30D | +1.7% | +15.7% | -14.0% | -4.3% |
| 3M | -11.6% | +5.8% | -17.3% | -14.0% |
| 6M | -1.9% | +18.4% | -20.3% | -9.7% |
| YTD | +5.1% | +28.2% | -23.1% | -7.0% |
| 1Y | +16.4% | +35.9% | -19.5% | +0.4% |
| 3Y | +199.0% | +67.7% | +131.2% | +132.1% |
| 5Y | +157.4% | +77.9% | +79.5% | +92.0% |
| 10Y | +457.2% | +338.7% | +118.5% | +158.1% |
| All | +457.2% | +343.2% | +114.0% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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