+343.0%
DRI vs GFI
+1,066.8%
-723.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -3.2% | -4.9% | +1.6% | -3.0% |
| 30D | -7.8% | +10.7% | -18.5% | -8.3% |
| 3M | +0.4% | +25.6% | -25.3% | -0.8% |
| 6M | +4.8% | -8.3% | +13.1% | +4.8% |
| YTD | +16.7% | +6.3% | +10.4% | +15.6% |
| 1Y | +1.5% | +22.1% | -20.6% | -0.4% |
| 3Y | +56.3% | +289.2% | -232.9% | +42.2% |
| 5Y | +66.4% | +531.7% | -465.2% | +44.8% |
| All | +343.0% | +1,066.8% | -723.8% | +296.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling