+47.1%
GM vs DLR
+11.7%
+35.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -1.1% | -4.3% | +3.2% | -0.3% |
| 3M | +6.1% | +3.8% | +2.3% | +4.5% |
| 6M | +15.0% | +5.8% | +9.1% | +13.3% |
| YTD | +6.0% | +23.5% | -17.6% | +3.7% |
| 1Y | +47.1% | +11.1% | +36.0% | +45.0% |
| All | +47.1% | +11.7% | +35.4% | +45.0% |
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