+112.2%
DT vs GFI
+1,069.5%
-957.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.6% |
| 7D | -0.5% | +4.7% | -5.2% | -0.8% |
| 30D | +0.1% | +14.4% | -14.4% | -0.9% |
| 3M | +24.1% | +32.5% | -8.4% | +21.5% |
| 6M | +30.1% | -7.2% | +37.3% | +29.9% |
| YTD | +16.8% | +10.9% | +5.9% | +14.5% |
| 1Y | -0.1% | +35.5% | -35.6% | -4.1% |
| 3Y | +6.8% | +312.1% | -305.3% | -9.7% |
| 5Y | -28.4% | +524.6% | -553.0% | -44.0% |
| All | +112.2% | +1,069.5% | -957.3% | +67.7% |
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