+4.9%
DG vs GFI
+296.4%
-291.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -6.5% | -2.7% | -3.8% | -6.2% |
| 30D | +4.2% | +13.2% | -9.1% | +2.6% |
| 3M | +9.5% | +28.5% | -19.0% | +6.0% |
| 6M | -13.1% | -6.2% | -7.0% | -13.1% |
| YTD | -4.8% | +8.7% | -13.6% | -7.2% |
| 1Y | +20.6% | +24.8% | -4.2% | +14.9% |
| 3Y | +4.9% | +298.0% | -293.1% | -20.8% |
| All | +4.9% | +296.4% | -291.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2023-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2023-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling