+54.4%
DLR vs GD
+58.2%
-3.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.3% | +2.7% | +0.7% | +2.7% |
| 30D | +4.6% | +8.6% | -4.0% | +2.7% |
| 3M | -8.3% | -7.1% | -1.2% | -6.9% |
| 6M | -5.6% | +7.5% | -13.1% | -7.3% |
| YTD | +18.7% | +9.9% | +8.8% | +15.6% |
| 1Y | +17.1% | +7.6% | +9.5% | +14.7% |
| 3Y | +54.4% | +56.2% | -1.8% | +35.6% |
| All | +54.4% | +58.2% | -3.8% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling