+85.5%
DT vs GD
+133.2%
-47.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -5.4% | +0.6% | -6.1% | -5.6% |
| 30D | -32.2% | +9.5% | -41.7% | -34.6% |
| 3M | -10.9% | -5.8% | -5.1% | -9.0% |
| 6M | +10.0% | +7.7% | +2.2% | +6.3% |
| YTD | +2.1% | +11.1% | -9.0% | -3.0% |
| 1Y | -5.5% | +6.1% | -11.6% | -8.6% |
| 3Y | -12.4% | +59.8% | -72.2% | -29.1% |
| 5Y | -39.7% | +104.6% | -144.3% | -56.4% |
| All | +85.5% | +133.2% | -47.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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