-30.0%
DT vs GFS
-3.7%
-26.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.0% |
| 7D | -3.3% | +1.0% | -4.3% | -3.5% |
| 30D | +2.0% | -8.6% | +10.6% | +3.7% |
| 3M | +20.0% | -46.5% | +66.5% | +37.5% |
| 6M | +39.3% | -4.8% | +44.1% | +31.7% |
| YTD | +19.8% | +29.7% | -9.9% | +1.0% |
| 1Y | +4.3% | +35.8% | -31.6% | -14.1% |
| 3Y | +7.7% | -18.3% | +26.0% | 0.0% |
| All | -30.0% | -3.7% | -26.3% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling