+43.6%
DE vs GFS
+47.5%
-3.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -2.6% | +3.8% | -6.4% | -2.8% |
| 30D | +9.0% | -11.7% | +20.7% | +10.1% |
| 3M | +19.1% | -41.8% | +60.9% | +24.4% |
| 6M | +14.4% | +6.6% | +7.7% | +11.3% |
| YTD | +45.9% | +34.6% | +11.3% | +39.1% |
| 1Y | +43.6% | +46.2% | -2.6% | +34.4% |
| All | +43.6% | +47.5% | -3.9% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling