+177.5%
DLR vs GD
+185.2%
-7.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.6% |
| 7D | +2.4% | -3.0% | +5.4% | +3.4% |
| 30D | +0.7% | +9.3% | -8.5% | -2.2% |
| 3M | -6.4% | -7.2% | +0.8% | -4.2% |
| 6M | -6.5% | +5.5% | -12.0% | -8.5% |
| YTD | +18.8% | +9.5% | +9.3% | +14.3% |
| 1Y | +9.0% | +6.4% | +2.6% | +5.9% |
| 3Y | +54.5% | +59.8% | -5.4% | +28.6% |
| 5Y | +35.8% | +98.0% | -62.1% | +4.5% |
| 10Y | +177.5% | +177.4% | +0.1% | +91.4% |
| All | +177.5% | +185.2% | -7.7% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling