+185.8%
GS vs DTE
+49.5%
+136.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -2.4% | +6.2% | -8.6% | -3.8% |
| 3M | -15.7% | -2.6% | -13.1% | -15.2% |
| 6M | -6.8% | -3.5% | -3.2% | -6.5% |
| YTD | -0.1% | +7.4% | -7.4% | -4.1% |
| 1Y | +12.1% | +4.2% | +7.9% | +8.9% |
| 3Y | +185.8% | +51.7% | +134.1% | +133.5% |
| All | +185.8% | +49.5% | +136.3% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling