+8.4%
GFI vs DAR
+63.3%
-54.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.4% |
| 7D | +1.4% | -5.7% | +7.1% | +1.6% |
| 30D | +3.0% | -16.6% | +19.6% | +3.7% |
| 3M | +10.2% | -13.1% | +23.2% | +9.9% |
| 6M | -10.1% | -18.8% | +8.7% | -9.0% |
| YTD | -11.4% | +45.3% | -56.7% | -29.5% |
| 1Y | +8.4% | +60.6% | -52.2% | -18.8% |
| All | +8.4% | +63.3% | -54.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling