+238.7%
GM vs DRI
+696.6%
-457.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.4% |
| 7D | +0.4% | -1.2% | +1.6% | +1.0% |
| 30D | -1.8% | -0.4% | -1.4% | -1.9% |
| 3M | +2.6% | +9.5% | -6.9% | -2.4% |
| 6M | +14.6% | +6.5% | +8.1% | +10.2% |
| YTD | +6.2% | +18.4% | -12.2% | -3.6% |
| 1Y | +48.7% | +4.2% | +44.5% | +42.9% |
| 3Y | +168.3% | +57.1% | +111.2% | +105.4% |
| 5Y | +82.8% | +70.4% | +12.4% | +33.7% |
| 10Y | +226.2% | +354.0% | -127.8% | +35.6% |
| All | +238.7% | +696.6% | -457.9% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling