+190.6%
GD vs DTE
+138.6%
+52.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.2% |
| 7D | -3.5% | +0.9% | -4.4% | -3.9% |
| 30D | -9.0% | -1.9% | -7.2% | -8.3% |
| 3M | +5.1% | -3.3% | +8.4% | +6.5% |
| 6M | -1.0% | -7.1% | +6.1% | +2.0% |
| YTD | +7.3% | +8.1% | -0.8% | +2.9% |
| 1Y | +12.4% | +5.3% | +7.2% | +9.0% |
| 3Y | +73.7% | +48.2% | +25.5% | +40.6% |
| 5Y | +93.8% | +33.2% | +60.5% | +64.0% |
| 10Y | +190.6% | +137.5% | +53.1% | +104.2% |
| All | +190.6% | +138.6% | +52.0% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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