+2,064.0%
GS vs DRI
+2,872.0%
-808.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.9% | +0.6% | +0.4% | +0.7% |
| 30D | -1.6% | +3.8% | -5.4% | -3.2% |
| 3M | -4.5% | +13.0% | -17.5% | -9.7% |
| 6M | +20.9% | +8.3% | +12.6% | +15.9% |
| YTD | +19.9% | +20.6% | -0.7% | +9.8% |
| 1Y | +41.4% | +6.5% | +35.0% | +35.5% |
| 3Y | +239.2% | +53.7% | +185.5% | +177.8% |
| 5Y | +185.0% | +72.7% | +112.4% | +119.6% |
| 10Y | +655.0% | +363.2% | +291.8% | +259.0% |
| All | +2,064.0% | +2,872.0% | -808.0% | +463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling