+139.3%
GS vs DT
-43.6%
+182.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.2% | -24.7% | +21.5% | +2.6% |
| 30D | -2.4% | -27.4% | +25.0% | +4.2% |
| 3M | -15.7% | -11.1% | -4.6% | -14.2% |
| 6M | -6.8% | +13.7% | -20.5% | -11.0% |
| YTD | -0.1% | +0.2% | -0.3% | -2.4% |
| 1Y | +12.1% | -5.7% | +17.8% | +11.1% |
| 3Y | +185.8% | -8.1% | +193.9% | +182.5% |
| All | +139.3% | -43.6% | +182.9% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling