+589.6%
DG vs GPC
+462.0%
+127.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | +9.5% | -2.1% | +11.6% | +10.3% |
| 3M | +5.5% | -6.8% | +12.3% | +7.9% |
| 6M | +16.1% | +18.6% | -2.5% | +9.4% |
| YTD | +2.7% | +2.7% | 0.0% | +0.7% |
| 1Y | +42.1% | +1.8% | +40.3% | +39.8% |
| 3Y | +19.3% | +1.1% | +18.2% | +14.4% |
| 5Y | -35.3% | +4.1% | -39.4% | -39.4% |
| 10Y | +123.9% | +88.2% | +35.7% | +64.3% |
| All | +589.6% | +462.0% | +127.6% | +226.5% |
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