+41.3%
DUK vs GFS
0.0%
+41.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | 0.0% |
| 7D | -0.7% | +3.8% | -4.5% | -0.7% |
| 30D | -2.4% | -11.7% | +9.3% | -2.5% |
| 3M | -3.0% | -41.8% | +38.8% | -3.1% |
| 6M | -6.6% | +6.6% | -13.2% | -7.0% |
| YTD | +4.6% | +34.6% | -30.1% | +4.0% |
| 1Y | +1.2% | +46.2% | -44.9% | +0.5% |
| 3Y | +45.7% | -20.3% | +66.0% | +45.8% |
| All | +41.3% | 0.0% | +41.3% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling