+1,010.9%
GFI vs DAR
+366.1%
+644.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | -4.9% | -0.1% | -4.7% | -4.8% |
| 30D | +10.7% | +2.6% | +8.1% | +10.1% |
| 3M | +25.6% | +14.2% | +11.4% | +22.7% |
| 6M | -8.3% | +17.2% | -25.4% | -10.9% |
| YTD | +6.3% | +80.9% | -74.6% | -3.4% |
| 1Y | +22.1% | +104.0% | -81.9% | +8.7% |
| 3Y | +289.2% | +3.6% | +285.6% | +275.9% |
| 5Y | +531.7% | -7.8% | +539.5% | +509.1% |
| All | +1,010.9% | +366.1% | +644.8% | +717.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling