+37.3%
DLR vs GFS
-22.7%
+60.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.8% |
| 7D | -2.0% | +6.2% | -8.3% | -3.1% |
| 30D | +0.5% | -11.4% | +11.9% | +2.2% |
| 3M | -4.4% | -15.5% | +11.0% | -2.3% |
| 6M | -6.4% | -42.6% | +36.2% | +0.5% |
| YTD | +19.5% | +23.2% | -3.7% | +11.0% |
| 1Y | +10.5% | +23.6% | -13.1% | +2.6% |
| 3Y | +54.0% | -17.2% | +71.2% | +48.5% |
| All | +37.3% | -22.7% | +60.0% | +33.1% |
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 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