+486.7%
GS vs DRI
+367.2%
+119.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.1% |
| 7D | -3.2% | +2.8% | -6.0% | -4.3% |
| 30D | -2.4% | +13.3% | -15.7% | -7.3% |
| 3M | -15.7% | +8.2% | -23.9% | -18.9% |
| 6M | -6.8% | +17.5% | -24.3% | -14.0% |
| YTD | -0.1% | +26.9% | -27.0% | -11.2% |
| 1Y | +12.1% | +31.6% | -19.5% | -2.1% |
| 3Y | +185.8% | +67.0% | +118.8% | +122.0% |
| 5Y | +140.1% | +72.9% | +67.2% | +80.9% |
| All | +486.7% | +367.2% | +119.5% | +147.7% |
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