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  • DRI vs GPC✓SelectedUSD · GPCDRI vs GPC performance historyLatest closeAs of-1.01%11/06
Stock and ETF performance explorer

DRI vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,460.3%
GPC return
+1,222.4%
Excess return
+6,237.9%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
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