+3,595.6%
DLR vs GD
+1,019.1%
+2,576.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | +1.6% | -5.3% | +6.8% | +4.0% |
| 30D | -3.4% | -6.4% | +3.1% | -0.5% |
| 3M | +0.5% | +5.7% | -5.2% | -2.4% |
| 6M | +4.6% | -0.9% | +5.5% | +4.3% |
| YTD | +23.4% | +8.2% | +15.3% | +17.7% |
| 1Y | +19.0% | +13.4% | +5.6% | +11.0% |
| 3Y | +56.5% | +68.5% | -12.0% | +18.7% |
| 5Y | +33.3% | +97.2% | -63.8% | -7.1% |
| 10Y | +165.1% | +190.2% | -25.0% | +40.5% |
| All | +3,595.6% | +1,019.1% | +2,576.5% | +881.8% |
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