+164.6%
GM vs DAR
+9.6%
+155.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -4.6% | +7.4% | -12.0% | -5.7% |
| 3M | +0.2% | +15.7% | -15.5% | -2.4% |
| 6M | +12.6% | +30.0% | -17.4% | +6.7% |
| YTD | +3.7% | +87.5% | -83.8% | -8.4% |
| 1Y | +45.6% | +113.4% | -67.7% | +24.8% |
| All | +164.6% | +9.6% | +155.0% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling