+3,595.7%
DLR vs GPC
+585.4%
+3,010.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +1.6% | +1.2% | +0.4% | +1.0% |
| 30D | -3.4% | +6.0% | -9.3% | -6.1% |
| 3M | +0.5% | +42.6% | -42.1% | -16.3% |
| 6M | +4.6% | +22.8% | -18.2% | -6.8% |
| YTD | +23.4% | +15.5% | +8.0% | +12.0% |
| 1Y | +19.0% | +2.0% | +17.0% | +14.4% |
| 3Y | +56.5% | -1.4% | +58.0% | +45.9% |
| 5Y | +33.3% | +30.6% | +2.7% | +4.7% |
| 10Y | +165.1% | +80.6% | +84.5% | +53.8% |
| All | +3,595.7% | +585.4% | +3,010.3% | +616.2% |
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