+16.4%
GS vs DUK
+8.5%
+8.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.7% |
| 7D | +1.6% | +1.9% | -0.3% | +2.3% |
| 30D | +1.7% | +10.5% | -8.9% | +6.3% |
| 3M | -11.6% | +7.3% | -18.9% | -8.9% |
| 6M | -1.9% | +5.7% | -7.6% | +0.4% |
| YTD | +5.1% | +12.9% | -7.8% | +10.0% |
| 1Y | +16.4% | +8.6% | +7.8% | +21.7% |
| All | +16.4% | +8.5% | +8.0% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling