+101.2%
GD vs GFS
-13.3%
+114.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -1.9% | -5.3% | +3.4% | -1.6% |
| 30D | +10.9% | -15.8% | +26.7% | +11.9% |
| 3M | -6.8% | -18.6% | +11.9% | -5.8% |
| 6M | +7.0% | -45.0% | +52.0% | +10.0% |
| YTD | +11.1% | +16.8% | -5.7% | +6.7% |
| 1Y | +7.0% | +17.8% | -10.8% | +2.7% |
| 3Y | +59.9% | -21.5% | +81.5% | +55.7% |
| 5Y | +102.5% | -29.3% | +131.8% | +94.1% |
| All | +101.2% | -13.3% | +114.4% | +93.0% |
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 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