+248.1%
DGX vs GFI
+1,066.8%
-818.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.7% |
| 7D | -0.9% | -4.9% | +4.0% | -0.7% |
| 30D | -1.2% | +10.7% | -11.9% | -1.6% |
| 3M | +15.8% | +25.6% | -9.9% | +14.6% |
| 6M | +18.2% | -8.3% | +26.4% | +18.2% |
| YTD | +37.2% | +6.3% | +30.9% | +36.1% |
| 1Y | +30.4% | +22.1% | +8.3% | +28.4% |
| 3Y | +96.7% | +289.2% | -192.5% | +83.5% |
| 5Y | +67.2% | +531.7% | -464.5% | +52.0% |
| All | +248.1% | +1,066.8% | -818.7% | +235.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling