+359.5%
DRI vs GPC
+85.6%
+273.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | +2.8% | +1.6% | +1.2% | +1.9% |
| 30D | +13.3% | -2.1% | +15.3% | +14.4% |
| 3M | +8.2% | -6.8% | +15.0% | +12.2% |
| 6M | +17.5% | +18.6% | -1.0% | +4.6% |
| YTD | +26.9% | +2.7% | +24.2% | +19.9% |
| 1Y | +31.6% | +1.8% | +29.8% | +24.8% |
| 3Y | +67.0% | +1.1% | +65.9% | +49.3% |
| 5Y | +72.9% | +4.1% | +68.8% | +44.0% |
| All | +359.5% | +85.6% | +273.9% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling