+2,064.0%
GS vs DTE
+1,116.7%
+947.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +0.9% | +0.2% | +0.8% | +0.9% |
| 30D | -1.6% | -2.6% | +1.0% | -0.3% |
| 3M | -4.5% | -3.9% | -0.6% | -3.0% |
| 6M | +20.9% | -7.9% | +28.8% | +25.1% |
| YTD | +19.9% | +7.2% | +12.7% | +14.2% |
| 1Y | +41.4% | +3.1% | +38.3% | +37.3% |
| 3Y | +239.2% | +47.6% | +191.6% | +168.4% |
| 5Y | +185.0% | +32.7% | +152.3% | +135.1% |
| 10Y | +655.0% | +138.8% | +516.2% | +336.6% |
| All | +2,064.0% | +1,116.7% | +947.3% | +488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling