+7,460.3%
DRI vs GPC
+1,222.4%
+6,237.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| YTD | +26.9% | +2.7% | +24.2% | +20.2% |
| 1Y | +31.6% | +1.8% | +29.8% | +25.1% |
| 3Y | +67.0% | +1.1% | +65.9% | +51.5% |
| 5Y | +72.9% | +4.1% | +68.8% | +49.9% |
| 10Y | +371.3% | +88.2% | +283.1% | +177.0% |
| All | +7,460.3% | +1,222.4% | +6,237.9% | +1,556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling