+386.3%
GS vs DT
+71.4%
+314.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.6% | +0.2% | -5.0% |
| 7D | -6.3% | -28.3% | +22.0% | +0.1% |
| 30D | -3.1% | -28.4% | +25.3% | +3.4% |
| 3M | -17.7% | -14.1% | -3.6% | -15.6% |
| 6M | -4.6% | +13.2% | -17.7% | -8.5% |
| YTD | +0.3% | +0.8% | -0.5% | -2.1% |
| 1Y | +11.7% | -7.8% | +19.5% | +11.2% |
| 3Y | +183.6% | -8.3% | +191.9% | +180.0% |
| 5Y | +141.0% | -42.7% | +183.7% | +150.4% |
| All | +386.3% | +71.4% | +314.9% | +257.9% |
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