+6,016.8%
GD vs DAR
+1,762.6%
+4,254.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.3% | +1.4% | -6.6% | -5.3% |
| 30D | -6.4% | +12.8% | -19.2% | -7.1% |
| 3M | +5.7% | +7.4% | -1.7% | +5.2% |
| 6M | -0.9% | +22.3% | -23.2% | -2.2% |
| YTD | +8.2% | +81.1% | -72.9% | +4.3% |
| 1Y | +13.4% | +106.5% | -93.1% | +8.5% |
| 3Y | +68.5% | +5.3% | +63.2% | +65.9% |
| 5Y | +97.2% | -11.5% | +108.7% | +94.8% |
| 10Y | +190.2% | +353.3% | -163.1% | +162.5% |
| All | +6,016.8% | +1,762.6% | +4,254.2% | +5,176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling