+6,954.3%
DRI vs GFI
+639.0%
+6,315.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -1.2% | +5.7% | -6.9% | -1.4% |
| 30D | -0.4% | +15.6% | -16.0% | -0.9% |
| 3M | +9.5% | +31.5% | -22.0% | +8.4% |
| 6M | +6.5% | -3.7% | +10.2% | +6.3% |
| YTD | +18.4% | +11.2% | +7.2% | +17.4% |
| 1Y | +4.2% | +36.4% | -32.2% | +2.4% |
| 3Y | +57.1% | +313.5% | -256.4% | +47.1% |
| 5Y | +70.4% | +528.0% | -457.6% | +55.8% |
| 10Y | +354.0% | +1,021.4% | -667.4% | +300.5% |
| All | +6,954.3% | +639.0% | +6,315.3% | +6,330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling