+7,546.8%
DRI vs GAP
+767.3%
+6,779.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | -0.7% | -9.3% | +8.6% | +1.7% |
| 30D | +14.7% | -5.5% | +20.2% | +16.3% |
| 3M | +5.4% | +3.5% | +2.0% | +3.8% |
| 6M | +18.8% | +0.7% | +18.1% | +17.0% |
| YTD | +28.4% | -13.4% | +41.7% | +30.1% |
| 1Y | +37.7% | -7.7% | +45.3% | +36.9% |
| 3Y | +68.0% | +74.4% | -6.5% | +27.4% |
| 5Y | +78.8% | +5.3% | +73.5% | +44.6% |
| 10Y | +334.2% | +4.7% | +329.5% | +202.6% |
| All | +7,546.8% | +767.3% | +6,779.6% | +2,966.4% |
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