+231.1%
GM vs DAR
+366.1%
-135.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.5% |
| 30D | -1.1% | +2.6% | -3.8% | -2.5% |
| 3M | +6.1% | +14.2% | -8.1% | -0.2% |
| 6M | +15.0% | +17.2% | -2.2% | +6.1% |
| YTD | +6.0% | +80.9% | -74.9% | -17.7% |
| 1Y | +47.1% | +104.0% | -56.9% | +7.3% |
| 3Y | +170.5% | +3.6% | +166.9% | +149.2% |
| 5Y | +80.5% | -7.8% | +88.3% | +67.0% |
| All | +231.1% | +366.1% | -135.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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