+19.0%
DLR vs GFI
+45.3%
-26.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +1.6% | +3.1% | -1.6% | +1.2% |
| 30D | -3.4% | +27.1% | -30.5% | -5.9% |
| 3M | +0.5% | +21.2% | -20.7% | -2.1% |
| 6M | +4.6% | -4.5% | +9.1% | +3.6% |
| YTD | +23.4% | +11.7% | +11.7% | +19.2% |
| 1Y | +19.0% | +46.0% | -27.0% | +8.1% |
| All | +19.0% | +45.3% | -26.2% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling