-12.8%
DT vs GFS
-19.0%
+6.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | +3.1% | +7.4% | -4.2% | +2.3% |
| 30D | -29.5% | -15.3% | -14.3% | -28.4% |
| 3M | -11.7% | -21.1% | +9.4% | -9.9% |
| 6M | +29.0% | -44.5% | +73.5% | +35.9% |
| YTD | +3.4% | +19.2% | -15.9% | -8.0% |
| 1Y | -4.2% | +27.2% | -31.5% | -16.1% |
| 3Y | -12.8% | -20.1% | +7.3% | -19.1% |
| All | -12.8% | -19.0% | +6.2% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling