+6.2%
DT vs GPC
-2.2%
+8.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.6% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | +2.7% | -0.4% | +3.1% | +2.7% |
| 3M | +20.0% | +39.2% | -19.2% | +12.8% |
| 6M | +28.0% | +18.2% | +9.8% | +24.1% |
| YTD | +16.0% | +12.1% | +3.9% | +12.9% |
| 1Y | +0.7% | -0.7% | +1.4% | +0.8% |
| 3Y | +6.2% | -1.7% | +7.9% | +1.4% |
| All | +6.2% | -2.2% | +8.4% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling