+117.6%
DT vs GPC
+76.4%
+41.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -3.3% | +1.2% | -4.5% | -3.7% |
| 30D | +2.0% | +6.0% | -3.9% | 0.0% |
| 3M | +20.0% | +42.6% | -22.6% | +5.3% |
| 6M | +39.3% | +22.8% | +16.5% | +28.4% |
| YTD | +19.8% | +15.5% | +4.3% | +11.7% |
| 1Y | +4.3% | +2.0% | +2.2% | +1.8% |
| 3Y | +7.7% | -1.4% | +9.1% | +3.0% |
| 5Y | -26.8% | +30.6% | -57.4% | -37.9% |
| All | +117.6% | +76.4% | +41.2% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling