-37.7%
DG vs GFI
+524.1%
-561.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -6.5% | -4.9% | -1.6% | -6.1% |
| 30D | +4.2% | +10.7% | -6.6% | +3.1% |
| 3M | +9.5% | +25.6% | -16.1% | +6.9% |
| 6M | -13.1% | -8.3% | -4.9% | -13.0% |
| YTD | -4.8% | +6.3% | -11.1% | -6.4% |
| 1Y | +20.6% | +22.1% | -1.5% | +16.7% |
| 3Y | +4.9% | +289.2% | -284.3% | -9.4% |
| All | -37.7% | +524.1% | -561.8% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling