+5,818.3%
GD vs DRI
+8,061.0%
-2,242.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -3.9% | +3.7% | -7.6% | -4.7% |
| 30D | +8.1% | +13.5% | -5.4% | +5.1% |
| 3M | -6.8% | +10.4% | -17.2% | -9.0% |
| 6M | +3.0% | +19.5% | -16.5% | -1.3% |
| YTD | +7.8% | +28.2% | -20.4% | +1.4% |
| 1Y | +5.8% | +31.0% | -25.2% | -1.0% |
| 3Y | +55.3% | +67.1% | -11.8% | +36.3% |
| 5Y | +96.7% | +74.7% | +22.0% | +68.7% |
| 10Y | +195.4% | +376.2% | -180.8% | +92.9% |
| All | +5,818.3% | +8,061.0% | -2,242.7% | +2,299.6% |
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 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