+32.3%
DLR vs GD
+94.5%
-62.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | -5.0% | +1.4% | -2.0% |
| 30D | -3.5% | +8.9% | -12.4% | -6.1% |
| 3M | -8.9% | -8.0% | -0.9% | -6.6% |
| 6M | -11.6% | +2.9% | -14.5% | -12.7% |
| YTD | +14.9% | +7.1% | +7.8% | +11.3% |
| 1Y | +6.4% | +5.9% | +0.5% | +3.5% |
| 3Y | +47.3% | +53.9% | -6.6% | +21.3% |
| All | +32.3% | +94.5% | -62.2% | +1.2% |
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 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