+67.0%
DRI vs GPC
+1.0%
+66.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +2.8% | +1.6% | +1.2% | +2.4% |
| 30D | +13.3% | -2.1% | +15.3% | +13.8% |
| 3M | +8.2% | -6.8% | +15.0% | +10.0% |
| 6M | +17.5% | +18.6% | -1.0% | +12.3% |
| YTD | +26.9% | +2.7% | +24.2% | +23.6% |
| 1Y | +31.6% | +1.8% | +29.8% | +28.5% |
| 3Y | +67.0% | +1.1% | +65.9% | +54.9% |
| All | +67.0% | +1.0% | +66.0% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling