+177.4%
GD vs DAR
+288.2%
-110.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.3% |
| 7D | -3.0% | -2.8% | -0.3% | -2.5% |
| 30D | +9.3% | -12.8% | +22.1% | +12.4% |
| 3M | -7.2% | -11.6% | +4.4% | -5.2% |
| 6M | +5.5% | -16.8% | +22.2% | +8.9% |
| YTD | +9.5% | +45.9% | -36.4% | -0.6% |
| 1Y | +6.4% | +61.5% | -55.0% | -5.7% |
| 3Y | +59.8% | +23.0% | +36.9% | +44.6% |
| 5Y | +98.0% | -35.8% | +133.8% | +105.4% |
| 10Y | +177.4% | +280.4% | -103.0% | +55.2% |
| All | +177.4% | +288.2% | -110.9% | +55.2% |
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