+70.4%
DRI vs GAP
+9.4%
+61.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.2% | +1.7% | -3.0% | -1.5% |
| 30D | -0.4% | +9.3% | -9.7% | -2.0% |
| 3M | +9.5% | +6.1% | +3.4% | +8.2% |
| 6M | +6.5% | -2.3% | +8.7% | +6.0% |
| YTD | +18.4% | -10.6% | +29.0% | +19.1% |
| 1Y | +4.2% | -4.4% | +8.7% | +3.3% |
| 3Y | +57.1% | +118.3% | -61.2% | +25.0% |
| 5Y | +70.4% | +12.2% | +58.2% | +42.4% |
| All | +70.4% | +9.4% | +61.0% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling