+5,959.8%
GD vs DRI
+8,130.2%
-2,170.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -3.7% |
| 7D | +3.0% | +6.5% | -3.5% | +1.5% |
| 30D | +10.5% | +16.4% | -5.9% | +6.9% |
| 3M | -5.0% | +13.6% | -18.6% | -7.8% |
| 6M | +5.5% | +22.0% | -16.5% | +0.6% |
| YTD | +10.3% | +29.3% | -19.0% | +3.6% |
| 1Y | +8.2% | +32.0% | -23.9% | +1.0% |
| 3Y | +59.0% | +68.5% | -9.5% | +39.3% |
| 5Y | +104.3% | +86.3% | +18.0% | +72.7% |
| 10Y | +202.4% | +380.2% | -177.7% | +97.2% |
| All | +5,959.8% | +8,130.2% | -2,170.4% | +2,352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling