+56.3%
DLR vs GD
+59.0%
-2.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.1% | +3.1% |
| 7D | +2.8% | +3.0% | -0.1% | +2.1% |
| 30D | +2.8% | +10.5% | -7.7% | +0.5% |
| 3M | -4.0% | -5.0% | +1.0% | -3.0% |
| 6M | -5.6% | +5.5% | -11.1% | -6.9% |
| YTD | +21.9% | +10.3% | +11.6% | +18.6% |
| 1Y | +13.0% | +8.2% | +4.9% | +10.5% |
| All | +56.3% | +59.0% | -2.7% | +36.2% |
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