+129.9%
GM vs DT
+100.3%
+29.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -1.1% | +3.0% | -4.2% | -2.0% |
| 3M | +6.1% | +26.5% | -20.4% | -0.6% |
| 6M | +15.0% | +35.9% | -21.0% | +4.3% |
| YTD | +6.0% | +17.8% | -11.9% | -0.7% |
| 1Y | +47.1% | +4.1% | +43.0% | +42.5% |
| 3Y | +170.5% | +5.3% | +165.2% | +155.4% |
| 5Y | +80.5% | -27.2% | +107.7% | +78.1% |
| All | +129.9% | +100.3% | +29.6% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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