+3,340.7%
DLR vs GPC
+509.5%
+2,831.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -3.6% | +1.6% | -5.2% | -4.3% |
| 30D | -3.5% | -2.1% | -1.4% | -2.9% |
| 3M | -8.9% | -6.8% | -2.1% | -6.4% |
| 6M | -11.6% | +18.6% | -30.2% | -20.1% |
| YTD | +14.9% | +2.7% | +12.2% | +9.7% |
| 1Y | +6.4% | +1.8% | +4.7% | +1.8% |
| 3Y | +47.3% | +1.1% | +46.2% | +34.1% |
| 5Y | +32.8% | +4.1% | +28.7% | +16.7% |
| 10Y | +169.6% | +88.2% | +81.3% | +46.7% |
| All | +3,340.7% | +509.5% | +2,831.2% | +601.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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