+231.1%
GM vs DRI
+353.8%
-122.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -2.4% | -3.2% | +0.8% | -0.9% |
| 30D | -1.1% | -7.8% | +6.7% | +2.7% |
| 3M | +6.1% | +0.4% | +5.8% | +5.3% |
| 6M | +15.0% | +4.8% | +10.2% | +11.3% |
| YTD | +6.0% | +16.7% | -10.7% | -3.4% |
| 1Y | +47.1% | +1.5% | +45.6% | +43.1% |
| 3Y | +170.5% | +56.3% | +114.2% | +105.7% |
| 5Y | +80.5% | +66.4% | +14.1% | +32.0% |
| All | +231.1% | +353.8% | -122.7% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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