+5.3%
DT vs GFI
+287.6%
-282.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.6% | -4.9% | +3.3% | -1.6% |
| 30D | +3.0% | +10.7% | -7.7% | +3.1% |
| 3M | +26.5% | +25.6% | +0.9% | +26.6% |
| 6M | +35.9% | -8.3% | +44.2% | +35.3% |
| YTD | +17.8% | +6.3% | +11.5% | +17.6% |
| 1Y | +4.1% | +22.1% | -18.0% | +4.0% |
| 3Y | +5.3% | +289.2% | -283.9% | +3.5% |
| All | +5.3% | +287.6% | -282.3% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling