+229.5%
GM vs DRI
+68.2%
+161.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.2% | +1.1% | -1.2% | -0.5% |
| 30D | +3.6% | +9.7% | -6.1% | +0.7% |
| 3M | -0.2% | +3.2% | -3.4% | -1.3% |
| 6M | +13.9% | +20.6% | -6.6% | +7.1% |
| YTD | +6.5% | +28.3% | -21.8% | -2.5% |
| 1Y | +20.7% | +34.5% | -13.9% | +8.6% |
| 3Y | +229.5% | +66.5% | +162.9% | +168.9% |
| All | +229.5% | +68.2% | +161.3% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling