+70.8%
GD vs DTE
+47.8%
+23.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -5.3% | +0.2% | -5.4% | -5.3% |
| 30D | -6.4% | -2.6% | -3.9% | -5.8% |
| 3M | +5.7% | -3.9% | +9.6% | +6.7% |
| 6M | -0.9% | -7.9% | +7.0% | +1.0% |
| YTD | +8.2% | +7.2% | +1.0% | +5.6% |
| 1Y | +13.4% | +3.1% | +10.3% | +12.0% |
| All | +70.8% | +47.8% | +23.0% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling