+407.1%
GS vs DT
+72.4%
+334.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.4% | +4.4% |
| 7D | +0.8% | -20.2% | +21.1% | +5.4% |
| 30D | +1.2% | -30.8% | +32.0% | +8.8% |
| 3M | -12.4% | -10.2% | -2.2% | -11.0% |
| 6M | -2.3% | +8.0% | -10.4% | -5.3% |
| YTD | +4.6% | +1.5% | +3.2% | +2.0% |
| 1Y | +17.5% | -6.9% | +24.4% | +16.7% |
| 3Y | +202.0% | -10.9% | +212.9% | +200.1% |
| 5Y | +152.4% | -42.2% | +194.5% | +161.8% |
| All | +407.1% | +72.4% | +334.7% | +272.8% |
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