+1,704.0%
GS vs DUK
+793.9%
+910.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -2.4% | +10.6% | -13.0% | -6.1% |
| 3M | -15.7% | +4.0% | -19.8% | -17.1% |
| 6M | -6.8% | +3.6% | -10.3% | -8.6% |
| YTD | -0.1% | +11.9% | -11.9% | -5.2% |
| 1Y | +12.1% | +6.7% | +5.4% | +8.1% |
| 3Y | +185.8% | +59.4% | +126.3% | +132.4% |
| 5Y | +140.1% | +52.4% | +87.7% | +96.9% |
| 10Y | +505.2% | +148.2% | +357.1% | +304.5% |
| All | +1,704.0% | +793.9% | +910.1% | +776.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling