-8.1%
DT vs GD
+54.3%
-62.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -24.7% | -5.0% | -19.7% | -23.6% |
| 30D | -27.4% | +8.9% | -36.3% | -29.3% |
| 3M | -11.1% | -8.0% | -3.1% | -8.9% |
| 6M | +13.7% | +2.9% | +10.8% | +12.1% |
| YTD | +0.2% | +7.1% | -6.8% | -2.9% |
| 1Y | -5.7% | +5.9% | -11.6% | -8.3% |
| 3Y | -8.1% | +53.9% | -62.0% | -24.7% |
| All | -8.1% | +54.3% | -62.4% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling