+411.3%
GS vs DT
+76.1%
+335.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +5.1% | +2.7% | +2.4% | +4.6% |
| 30D | +2.4% | -30.4% | +32.8% | +10.0% |
| 3M | -11.5% | -9.4% | -2.1% | -10.2% |
| 6M | -2.5% | +14.5% | -17.0% | -6.6% |
| YTD | +5.5% | +3.6% | +1.9% | +2.4% |
| 1Y | +11.0% | -3.4% | +14.5% | +9.4% |
| 3Y | +200.1% | -11.1% | +211.2% | +198.3% |
| 5Y | +154.7% | -39.5% | +194.2% | +161.8% |
| All | +411.3% | +76.1% | +335.2% | +274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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