+1,010.9%
GFI vs DTE
+137.8%
+873.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.7% |
| 7D | -4.9% | -2.6% | -2.3% | -3.8% |
| 30D | +10.7% | -4.4% | +15.1% | +12.7% |
| 3M | +25.6% | -8.3% | +34.0% | +29.8% |
| 6M | -8.3% | -8.1% | -0.2% | -5.4% |
| YTD | +6.3% | +4.4% | +1.9% | +4.0% |
| 1Y | +22.1% | +0.2% | +21.9% | +21.6% |
| 3Y | +289.2% | +42.6% | +246.6% | +235.5% |
| 5Y | +531.7% | +31.5% | +500.2% | +462.8% |
| All | +1,010.9% | +137.8% | +873.0% | +537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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