+188.5%
GD vs DRI
+367.2%
-178.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -5.0% | +2.8% | -7.8% | -5.7% |
| 30D | +8.9% | +13.3% | -4.3% | +5.5% |
| 3M | -8.0% | +8.2% | -16.2% | -10.1% |
| 6M | +2.9% | +17.5% | -14.6% | -1.7% |
| YTD | +7.1% | +26.9% | -19.8% | -0.1% |
| 1Y | +5.9% | +31.6% | -25.6% | -2.2% |
| 3Y | +53.9% | +67.0% | -13.1% | +31.7% |
| 5Y | +95.4% | +72.9% | +22.5% | +63.2% |
| All | +188.5% | +367.2% | -178.6% | +81.6% |
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