+457.2%
GS vs DTE
+146.7%
+310.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.2% |
| 7D | +1.6% | +3.5% | -1.9% | 0.0% |
| 30D | +1.7% | +9.5% | -7.9% | -2.8% |
| 3M | -11.6% | +2.5% | -14.1% | -12.7% |
| 6M | -1.9% | +0.6% | -2.5% | -2.8% |
| YTD | +5.1% | +10.5% | -5.4% | -1.5% |
| 1Y | +16.4% | +3.3% | +13.1% | +13.0% |
| 3Y | +199.0% | +56.3% | +142.7% | +129.5% |
| 5Y | +157.4% | +44.9% | +112.5% | +102.1% |
| 10Y | +457.2% | +149.2% | +308.1% | +291.6% |
| All | +457.2% | +146.7% | +310.5% | +291.6% |
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