+96.7%
GD vs DAR
-40.1%
+136.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -2.0% |
| 7D | -3.9% | -8.1% | +4.2% | -2.9% |
| 30D | +8.1% | -17.1% | +25.2% | +10.5% |
| 3M | -6.8% | -12.3% | +5.5% | -5.5% |
| 6M | +3.0% | -21.8% | +24.8% | +5.8% |
| YTD | +7.8% | +40.8% | -33.1% | +2.1% |
| 1Y | +5.8% | +57.4% | -51.6% | -1.4% |
| 3Y | +55.3% | +12.1% | +43.2% | +48.4% |
| 5Y | +96.7% | -40.2% | +136.9% | +113.0% |
| All | +96.7% | -40.1% | +136.8% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling