+19,851.2%
GD vs DTE
+3,490.8%
+16,360.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | -5.3% | +0.2% | -5.4% | -5.3% |
| 30D | -6.4% | -2.6% | -3.9% | -5.5% |
| 3M | +5.7% | -3.9% | +9.6% | +7.2% |
| 6M | -0.9% | -7.9% | +7.0% | +2.0% |
| YTD | +8.2% | +7.2% | +1.0% | +4.8% |
| 1Y | +13.4% | +3.1% | +10.3% | +11.5% |
| 3Y | +68.5% | +47.6% | +20.9% | +41.8% |
| 5Y | +97.2% | +32.7% | +64.4% | +72.1% |
| 10Y | +190.2% | +138.8% | +51.4% | +97.9% |
| All | +19,851.2% | +3,490.8% | +16,360.4% | +6,555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling