+170.5%
GM vs DLR
+58.2%
+112.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -1.1% | -4.3% | +3.2% | -0.1% |
| 3M | +6.1% | +3.8% | +2.3% | +4.6% |
| 6M | +15.0% | +5.8% | +9.1% | +12.8% |
| YTD | +6.0% | +23.5% | -17.6% | +0.1% |
| 1Y | +47.1% | +11.1% | +36.0% | +42.3% |
| 3Y | +170.5% | +57.9% | +112.6% | +135.3% |
| All | +170.5% | +58.2% | +112.3% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling