+41.0%
DLR vs GD
+102.1%
-61.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.1% | +3.4% |
| 7D | +2.8% | +3.0% | -0.1% | +1.8% |
| 30D | +2.8% | +10.5% | -7.7% | -0.5% |
| 3M | -4.0% | -5.0% | +1.0% | -2.6% |
| 6M | -5.6% | +5.5% | -11.1% | -7.6% |
| YTD | +21.9% | +10.3% | +11.6% | +16.9% |
| 1Y | +13.0% | +8.2% | +4.9% | +9.2% |
| 3Y | +52.2% | +59.0% | -6.8% | +24.0% |
| All | +41.0% | +102.1% | -61.2% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling