+583.4%
DG vs GPC
+531.9%
+51.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +8.4% | +1.2% | +7.2% | +7.9% |
| 30D | +4.9% | +6.0% | -1.0% | +2.9% |
| 3M | +29.3% | +42.6% | -13.3% | +14.6% |
| 6M | -11.3% | +22.8% | -34.0% | -17.5% |
| YTD | +1.8% | +15.5% | -13.7% | -4.1% |
| 1Y | +25.3% | +2.0% | +23.3% | +23.0% |
| 3Y | +9.1% | -1.4% | +10.5% | +5.3% |
| 5Y | -34.9% | +30.6% | -65.5% | -43.5% |
| 10Y | +108.2% | +80.6% | +27.5% | +55.9% |
| All | +583.4% | +531.9% | +51.5% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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