+3,599.4%
DLR vs GFI
+460.0%
+3,139.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | +0.1% | -4.9% | +5.0% | +0.6% |
| 30D | -4.3% | +10.7% | -15.0% | -5.4% |
| 3M | +3.8% | +25.6% | -21.8% | +1.1% |
| 6M | +5.8% | -8.3% | +14.1% | +6.0% |
| YTD | +23.5% | +6.3% | +17.2% | +21.2% |
| 1Y | +11.1% | +22.1% | -11.0% | +7.0% |
| 3Y | +57.9% | +289.2% | -231.3% | +32.1% |
| 5Y | +44.0% | +531.7% | -487.7% | +12.0% |
| 10Y | +176.0% | +1,043.8% | -867.8% | +84.7% |
| All | +3,599.4% | +460.0% | +3,139.3% | +2,123.2% |
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 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