+170.6%
GD vs DRI
+339.9%
-169.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.6% | -0.7% | +1.4% | +0.8% |
| 30D | +9.5% | +14.7% | -5.2% | +5.7% |
| 3M | -5.8% | +5.4% | -11.3% | -7.3% |
| 6M | +7.7% | +18.8% | -11.1% | +2.7% |
| YTD | +11.1% | +28.4% | -17.3% | +3.4% |
| 1Y | +6.1% | +37.7% | -31.6% | -3.1% |
| 3Y | +59.8% | +68.0% | -8.1% | +36.8% |
| 5Y | +104.6% | +78.8% | +25.8% | +69.6% |
| 10Y | +170.6% | +334.2% | -163.6% | +84.2% |
| All | +170.6% | +339.9% | -169.3% | +84.2% |
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