+562.1%
GFI vs DAR
+1,817.4%
-1,255.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.6% |
| 7D | +5.7% | -0.9% | +6.5% | +5.7% |
| 30D | +15.6% | +13.0% | +2.6% | +14.9% |
| 3M | +31.5% | +15.0% | +16.5% | +30.5% |
| 6M | -3.7% | +26.8% | -30.6% | -5.0% |
| YTD | +11.2% | +86.4% | -75.2% | +7.9% |
| 1Y | +36.4% | +115.1% | -78.7% | +31.3% |
| 3Y | +313.5% | +14.6% | +298.9% | +306.8% |
| 5Y | +528.0% | -8.8% | +536.8% | +520.9% |
| 10Y | +1,021.4% | +356.5% | +664.9% | +932.6% |
| All | +562.1% | +1,817.4% | -1,255.3% | +510.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling