+4.3%
DT vs GFS
-21.4%
+25.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -0.5% | +4.5% | -5.0% | -1.1% |
| 30D | +0.1% | -8.2% | +8.3% | +0.9% |
| 3M | +24.1% | -38.9% | +63.0% | +31.1% |
| 6M | +30.1% | -2.9% | +33.0% | +23.8% |
| YTD | +16.8% | +31.8% | -15.0% | +2.3% |
| 1Y | -0.1% | +43.1% | -43.2% | -14.7% |
| All | +4.3% | -21.4% | +25.8% | 0.0% |
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