+240.0%
GM vs DTE
+508.6%
-268.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.5% |
| 7D | -1.1% | -2.0% | +0.9% | 0.0% |
| 30D | -3.4% | -2.4% | -1.0% | -2.2% |
| 3M | +8.7% | -7.3% | +16.0% | +12.9% |
| 6M | +15.4% | -7.6% | +23.1% | +19.7% |
| YTD | +6.6% | +5.8% | +0.8% | +2.0% |
| 1Y | +51.5% | +2.3% | +49.1% | +47.4% |
| 3Y | +169.3% | +45.0% | +124.3% | +110.2% |
| 5Y | +81.6% | +33.2% | +48.3% | +47.2% |
| 10Y | +240.7% | +141.4% | +99.3% | +87.1% |
| All | +240.0% | +508.6% | -268.6% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling