+7,085.5%
DRI vs GAP
+796.9%
+6,288.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +0.6% | -4.5% | +5.1% | +1.7% |
| 30D | +3.8% | +9.0% | -5.2% | +1.2% |
| 3M | +13.0% | +5.0% | +8.0% | +11.1% |
| 6M | +8.3% | -17.8% | +26.1% | +12.0% |
| YTD | +20.6% | -10.4% | +31.0% | +21.6% |
| 1Y | +6.5% | -3.4% | +9.8% | +4.5% |
| 3Y | +53.7% | +111.5% | -57.8% | +10.2% |
| 5Y | +72.7% | +8.8% | +63.9% | +38.6% |
| 10Y | +363.2% | +32.9% | +330.3% | +204.6% |
| All | +7,085.5% | +796.9% | +6,288.6% | +2,766.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling