+5.3%
DT vs GNRC
+61.6%
-56.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +3.0% | -15.7% | +18.8% | +5.0% |
| 3M | +26.5% | -27.3% | +53.8% | +30.4% |
| 6M | +35.9% | -12.1% | +48.0% | +35.0% |
| YTD | +17.8% | +37.1% | -19.3% | +6.2% |
| 1Y | +4.1% | -0.5% | +4.5% | -0.1% |
| 3Y | +5.3% | +61.5% | -56.2% | -10.8% |
| All | +5.3% | +61.6% | -56.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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