+1,833.6%
GS vs DRI
+3,085.9%
-1,252.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.6% | +1.6% |
| 7D | +0.3% | +6.5% | -6.2% | -2.1% |
| 30D | +3.9% | +16.4% | -12.5% | -2.2% |
| 3M | -11.4% | +13.6% | -25.1% | -16.2% |
| 6M | +3.7% | +22.0% | -18.3% | -5.3% |
| YTD | +7.1% | +29.3% | -22.2% | -4.9% |
| 1Y | +19.7% | +32.0% | -12.4% | +5.3% |
| 3Y | +202.8% | +68.5% | +134.3% | +138.6% |
| 5Y | +156.7% | +86.3% | +70.4% | +91.6% |
| 10Y | +548.7% | +380.2% | +168.5% | +203.3% |
| All | +1,833.6% | +3,085.9% | -1,252.4% | +388.0% |
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