+39.4%
GM vs DLR
+11.0%
+28.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.1% | +4.1% |
| 7D | +12.1% | +2.8% | +9.2% | +11.4% |
| 30D | +15.2% | +2.8% | +12.4% | +14.5% |
| 3M | +4.9% | -4.0% | +8.9% | +5.6% |
| 6M | +22.6% | -5.6% | +28.2% | +23.6% |
| YTD | +14.4% | +21.9% | -7.5% | +12.0% |
| 1Y | +39.4% | +13.0% | +26.4% | +36.6% |
| All | +39.4% | +11.0% | +28.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling