+39.0%
DLR vs GFS
-2.1%
+41.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | +2.9% | +4.5% | -1.6% | +2.2% |
| 30D | -1.2% | -8.2% | +7.0% | +0.1% |
| 3M | +2.9% | -38.9% | +41.8% | +10.3% |
| 6M | +6.7% | -2.9% | +9.6% | +4.7% |
| YTD | +23.9% | +31.8% | -7.9% | +14.7% |
| 1Y | +18.6% | +43.1% | -24.5% | +8.0% |
| 3Y | +59.7% | -20.6% | +80.3% | +56.1% |
| All | +39.0% | -2.1% | +41.2% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling