+33.3%
DLR vs GFS
-11.4%
+44.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.5% |
| 7D | +3.3% | +7.4% | -4.1% | +2.1% |
| 30D | +4.6% | -15.3% | +19.9% | +7.1% |
| 3M | -8.3% | -21.1% | +12.8% | -5.2% |
| 6M | -5.6% | -44.5% | +38.9% | +1.8% |
| YTD | +18.7% | +19.2% | -0.5% | +11.2% |
| 1Y | +17.1% | +27.2% | -10.1% | +8.4% |
| 3Y | +54.4% | -20.1% | +74.5% | +49.9% |
| 5Y | +36.5% | -25.6% | +62.1% | +34.0% |
| All | +33.3% | -11.4% | +44.7% | +30.1% |
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