-43.0%
DT vs GPC
+3.6%
-46.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -24.7% | +1.6% | -26.3% | -25.1% |
| 30D | -27.4% | -2.1% | -25.3% | -27.1% |
| 3M | -11.1% | -6.8% | -4.3% | -9.6% |
| 6M | +13.7% | +18.6% | -4.9% | +6.3% |
| YTD | +0.2% | +2.7% | -2.4% | -2.8% |
| 1Y | -5.7% | +1.8% | -7.5% | -8.4% |
| 3Y | -8.1% | +1.1% | -9.2% | -15.7% |
| All | -43.0% | +3.6% | -46.5% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling