+9,412.3%
DGX vs GFI
+825.9%
+8,586.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +15.8% | +25.6% | -9.9% | +14.8% |
| 6M | +18.2% | -8.3% | +26.4% | +18.2% |
| YTD | +37.2% | +6.3% | +30.9% | +36.3% |
| 1Y | +30.4% | +22.1% | +8.3% | +28.7% |
| 3Y | +96.7% | +289.2% | -192.5% | +85.7% |
| 5Y | +67.2% | +531.7% | -464.5% | +54.3% |
| 10Y | +253.9% | +1,043.8% | -789.9% | +216.2% |
| All | +9,412.3% | +825.9% | +8,586.4% | +8,740.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling