+170.5%
GM vs DTE
+43.4%
+127.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -2.4% | -2.6% | +0.1% | -1.7% |
| 30D | -1.1% | -4.4% | +3.3% | +0.2% |
| 3M | +6.1% | -8.3% | +14.5% | +8.8% |
| 6M | +15.0% | -8.1% | +23.0% | +17.6% |
| YTD | +6.0% | +4.4% | +1.6% | +3.0% |
| 1Y | +47.1% | +0.2% | +46.9% | +44.9% |
| 3Y | +170.5% | +42.6% | +127.9% | +120.2% |
| All | +170.5% | +43.4% | +127.1% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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