+36.3%
DLR vs GFS
-2.1%
+38.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | +3.2% | -4.5% | -1.8% |
| 30D | -2.9% | -9.6% | +6.7% | -1.4% |
| 3M | +3.2% | -38.5% | +41.7% | +10.5% |
| 6M | +3.9% | -1.3% | +5.2% | +1.6% |
| YTD | +21.4% | +31.8% | -10.4% | +12.4% |
| 1Y | +9.7% | +44.6% | -34.9% | -0.3% |
| 3Y | +56.5% | -20.6% | +77.2% | +53.0% |
| All | +36.3% | -2.1% | +38.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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