+642.6%
GS vs DTE
+138.6%
+504.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | +0.2% | -1.9% | +2.1% | +1.0% |
| 3M | -0.3% | -3.3% | +3.0% | +0.8% |
| 6M | +27.4% | -7.1% | +34.5% | +31.0% |
| YTD | +19.6% | +8.1% | +11.5% | +13.5% |
| 1Y | +42.5% | +5.3% | +37.2% | +36.9% |
| 3Y | +240.4% | +48.2% | +192.3% | +169.6% |
| 5Y | +188.9% | +33.2% | +155.7% | +138.6% |
| 10Y | +642.6% | +137.5% | +505.1% | +402.0% |
| All | +642.6% | +138.6% | +504.0% | +402.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling