-4.6%
GS vs DT
+12.2%
-16.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.6% | +0.2% | -5.8% |
| 7D | -6.3% | -28.3% | +22.0% | -4.5% |
| 30D | -3.1% | -28.4% | +25.3% | -1.3% |
| 3M | -17.7% | -14.1% | -3.6% | -16.4% |
| 6M | -4.6% | +13.2% | -17.7% | -3.1% |
| All | -4.6% | +12.2% | -16.7% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling