-3.4%
DT vs GD
+5.0%
-8.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +2.7% | +1.9% | +0.9% | +2.4% |
| 30D | -30.4% | +9.2% | -39.6% | -31.5% |
| 3M | -9.4% | -7.5% | -1.9% | -8.3% |
| 6M | +14.5% | +5.8% | +8.7% | +13.1% |
| YTD | +3.6% | +9.8% | -6.2% | +2.7% |
| 1Y | -3.4% | +5.8% | -9.2% | -3.6% |
| All | -3.4% | +5.0% | -8.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling