+3,350.0%
DLR vs GD
+1,015.0%
+2,335.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.2% | -4.5% |
| 7D | -4.5% | -3.9% | -0.6% | -2.8% |
| 30D | -5.4% | +8.1% | -13.5% | -8.7% |
| 3M | -9.8% | -6.8% | -3.0% | -7.1% |
| 6M | -10.0% | +3.0% | -13.0% | -11.7% |
| YTD | +15.2% | +7.8% | +7.4% | +9.9% |
| 1Y | +7.9% | +5.8% | +2.1% | +3.8% |
| 3Y | +43.8% | +55.3% | -11.5% | +13.6% |
| 5Y | +33.2% | +96.7% | -63.5% | -7.1% |
| 10Y | +170.3% | +195.4% | -25.1% | +41.5% |
| All | +3,350.0% | +1,015.0% | +2,335.0% | +816.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling