+56.0%
GD vs DTE
+56.5%
-0.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | +1.9% | +3.2% | -1.3% | +1.0% |
| 30D | +9.2% | +8.5% | +0.7% | +6.7% |
| 3M | -7.5% | +1.3% | -8.7% | -7.9% |
| 6M | +5.8% | -0.7% | +6.5% | +5.7% |
| YTD | +9.8% | +10.6% | -0.8% | +6.1% |
| 1Y | +5.8% | +2.6% | +3.1% | +4.4% |
| All | +56.0% | +56.5% | -0.5% | +42.8% |
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