+338.7%
DRI vs GAP
+12.0%
+326.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | +15.7% | -5.4% | +21.1% | +17.3% |
| 3M | +5.8% | +2.9% | +2.9% | +4.1% |
| 6M | +18.4% | -4.4% | +22.8% | +18.0% |
| YTD | +28.2% | -11.6% | +39.8% | +29.2% |
| 1Y | +35.9% | -6.0% | +41.9% | +34.3% |
| 3Y | +67.7% | +78.0% | -10.2% | +19.7% |
| 5Y | +77.9% | +8.5% | +69.4% | +38.3% |
| 10Y | +338.7% | +8.6% | +330.1% | +128.0% |
| All | +338.7% | +12.0% | +326.7% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling