+105.8%
DE vs GFS
0.0%
+105.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -2.6% | +3.8% | -6.4% | -3.2% |
| 30D | +9.0% | -11.7% | +20.7% | +11.1% |
| 3M | +19.1% | -41.8% | +60.9% | +29.4% |
| 6M | +14.4% | +6.6% | +7.7% | +10.1% |
| YTD | +45.9% | +34.6% | +11.3% | +33.5% |
| 1Y | +43.6% | +46.2% | -2.6% | +28.6% |
| 3Y | +75.9% | -20.3% | +96.2% | +71.0% |
| All | +105.8% | 0.0% | +105.7% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling