+3,595.6%
DLR vs GAP
+98.2%
+3,497.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.6% | -4.5% | +6.0% | +2.4% |
| 30D | -3.4% | +9.0% | -12.4% | -5.2% |
| 3M | +0.5% | +5.0% | -4.5% | -0.9% |
| 6M | +4.6% | -17.8% | +22.4% | +6.9% |
| YTD | +23.4% | -10.4% | +33.8% | +23.9% |
| 1Y | +19.0% | -3.4% | +22.4% | +17.3% |
| 3Y | +56.5% | +111.5% | -55.0% | +25.2% |
| 5Y | +33.3% | +8.8% | +24.5% | +14.7% |
| 10Y | +165.1% | +32.9% | +132.2% | +76.3% |
| All | +3,595.6% | +98.2% | +3,497.4% | +1,505.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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