+177.4%
GD vs DRI
+370.8%
-193.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.9% |
| 7D | -3.0% | +3.1% | -6.2% | -3.8% |
| 30D | +9.3% | +16.2% | -6.9% | +5.2% |
| 3M | -7.2% | +8.4% | -15.6% | -9.3% |
| 6M | +5.5% | +19.0% | -13.5% | +0.5% |
| YTD | +9.5% | +28.8% | -19.3% | +1.8% |
| 1Y | +6.4% | +33.1% | -26.7% | -1.9% |
| 3Y | +59.8% | +70.8% | -10.9% | +36.2% |
| 5Y | +98.0% | +74.2% | +23.7% | +65.2% |
| 10Y | +177.4% | +345.5% | -168.1% | +87.3% |
| All | +177.4% | +370.8% | -193.4% | +87.3% |
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