+70.8%
GD vs DRI
+53.9%
+16.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -5.3% | +0.6% | -5.8% | -5.4% |
| 30D | -6.4% | +3.8% | -10.3% | -7.1% |
| 3M | +5.7% | +13.0% | -7.3% | +3.3% |
| 6M | -0.9% | +8.3% | -9.3% | -2.6% |
| YTD | +8.2% | +20.6% | -12.5% | +3.9% |
| 1Y | +13.4% | +6.5% | +7.0% | +11.4% |
| All | +70.8% | +53.9% | +16.9% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling