+98.2%
GD vs GFS
-13.5%
+111.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +2.0% |
| 7D | -3.0% | -3.1% | +0.1% | -2.9% |
| 30D | +9.3% | -16.0% | +25.3% | +10.3% |
| 3M | -7.2% | -24.7% | +17.5% | -5.8% |
| 6M | +5.5% | -45.1% | +50.6% | +8.5% |
| YTD | +9.5% | +16.5% | -7.0% | +5.2% |
| 1Y | +6.4% | +19.3% | -12.9% | +2.0% |
| 3Y | +59.8% | -20.0% | +79.8% | +55.3% |
| 5Y | +98.0% | -32.0% | +130.0% | +89.8% |
| All | +98.2% | -13.5% | +111.7% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling