+112.2%
DT vs GPC
+72.8%
+39.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | +0.1% | +1.3% | -1.2% | -0.4% |
| 3M | +24.1% | +37.1% | -13.0% | +10.5% |
| 6M | +30.1% | +23.2% | +6.9% | +19.7% |
| YTD | +16.8% | +13.1% | +3.7% | +9.7% |
| 1Y | -0.1% | +0.9% | -1.0% | -2.2% |
| 3Y | +6.8% | -0.8% | +7.6% | +1.7% |
| 5Y | -28.4% | +31.1% | -59.5% | -39.3% |
| All | +112.2% | +72.8% | +39.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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