+188.7%
GD vs DAR
+352.7%
-164.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.3% | +1.4% | -6.6% | -5.6% |
| 30D | -6.4% | +12.8% | -19.2% | -9.0% |
| 3M | +5.7% | +7.4% | -1.7% | +3.6% |
| 6M | -0.9% | +22.3% | -23.2% | -5.9% |
| YTD | +8.2% | +81.1% | -72.9% | -6.0% |
| 1Y | +13.4% | +106.5% | -93.1% | -4.9% |
| 3Y | +68.5% | +5.3% | +63.2% | +60.5% |
| 5Y | +97.2% | -11.5% | +108.7% | +88.6% |
| All | +188.7% | +352.7% | -164.1% | +55.1% |
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