+481.2%
GS vs DT
+103.5%
+377.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.9% | -3.3% | +4.2% | +1.6% |
| 30D | -1.6% | +2.0% | -3.6% | -2.1% |
| 3M | -4.5% | +20.0% | -24.5% | -8.5% |
| 6M | +20.9% | +39.3% | -18.4% | +11.0% |
| YTD | +19.9% | +19.8% | +0.1% | +13.5% |
| 1Y | +41.4% | +4.3% | +37.1% | +37.8% |
| 3Y | +239.2% | +7.7% | +231.5% | +225.4% |
| 5Y | +185.0% | -26.8% | +211.9% | +182.5% |
| All | +481.2% | +103.5% | +377.7% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling