+186.8%
GS vs DT
-8.7%
+195.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.6% | +0.2% | -5.0% |
| 7D | -6.3% | -28.3% | +22.0% | +0.2% |
| 30D | -3.1% | -28.4% | +25.3% | +3.5% |
| 3M | -17.7% | -14.1% | -3.6% | -15.6% |
| 6M | -4.6% | +13.2% | -17.7% | -9.1% |
| YTD | +0.3% | +0.8% | -0.5% | -1.5% |
| 1Y | +11.7% | -7.8% | +19.5% | +13.2% |
| All | +186.8% | -8.7% | +195.5% | +177.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling