+642.6%
GS vs DUK
+126.2%
+516.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | +0.2% | -2.0% | +2.2% | +0.9% |
| 3M | -0.3% | +0.2% | -0.5% | -0.9% |
| 6M | +27.4% | -6.9% | +34.3% | +29.9% |
| YTD | +19.6% | +6.1% | +13.5% | +15.6% |
| 1Y | +42.5% | +4.4% | +38.0% | +38.3% |
| 3Y | +240.4% | +49.1% | +191.3% | +177.7% |
| 5Y | +188.9% | +39.6% | +149.3% | +139.8% |
| 10Y | +642.6% | +125.1% | +517.4% | +480.5% |
| All | +642.6% | +126.2% | +516.4% | +480.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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