+83.2%
DT vs GD
+126.3%
-43.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.2% | -5.7% |
| 7D | -28.3% | -3.9% | -24.4% | -27.3% |
| 30D | -28.4% | +8.1% | -36.5% | -30.6% |
| 3M | -14.1% | -6.8% | -7.3% | -11.9% |
| 6M | +13.2% | +3.0% | +10.1% | +11.3% |
| YTD | +0.8% | +7.8% | -6.9% | -3.1% |
| 1Y | -7.8% | +5.8% | -13.6% | -10.7% |
| 3Y | -8.3% | +55.3% | -63.6% | -25.0% |
| 5Y | -42.7% | +96.7% | -139.4% | -58.0% |
| All | +83.2% | +126.3% | -43.1% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling