+165.2%
GD vs DRI
+331.7%
-166.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | +8.6% | +9.7% | -1.1% | +6.1% |
| 3M | -7.1% | +3.2% | -10.2% | -8.0% |
| 6M | +7.5% | +20.6% | -13.1% | +2.1% |
| YTD | +9.9% | +28.3% | -18.3% | +2.3% |
| 1Y | +7.6% | +34.5% | -27.0% | -1.1% |
| 3Y | +56.2% | +66.5% | -10.3% | +34.0% |
| 5Y | +100.6% | +79.6% | +21.0% | +66.1% |
| All | +165.2% | +331.7% | -166.5% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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