+188.5%
GD vs DAR
+268.8%
-80.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -5.0% | -9.9% | +5.0% | -2.8% |
| 30D | +8.9% | -16.4% | +25.3% | +13.0% |
| 3M | -8.0% | -17.1% | +9.0% | -4.7% |
| 6M | +2.9% | -20.5% | +23.4% | +7.3% |
| YTD | +7.1% | +39.4% | -32.3% | -1.8% |
| 1Y | +5.9% | +57.2% | -51.3% | -5.7% |
| 3Y | +53.9% | +13.9% | +40.0% | +41.7% |
| 5Y | +95.4% | -40.8% | +136.2% | +107.0% |
| All | +188.5% | +268.8% | -80.3% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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