+1,704.0%
GS vs DTE
+1,118.9%
+585.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.0% |
| 30D | -2.4% | +6.2% | -8.6% | -5.4% |
| 3M | -15.7% | -2.6% | -13.1% | -14.7% |
| 6M | -6.8% | -3.5% | -3.2% | -5.7% |
| YTD | -0.1% | +7.4% | -7.4% | -5.0% |
| 1Y | +12.1% | +4.2% | +7.9% | +8.2% |
| 3Y | +185.8% | +51.7% | +134.1% | +123.1% |
| 5Y | +140.1% | +39.7% | +100.4% | +92.7% |
| 10Y | +505.2% | +137.5% | +367.8% | +251.3% |
| All | +1,704.0% | +1,118.9% | +585.2% | +389.4% |
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