-2.4%
GFS vs D
+8.4%
-10.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.0% | +1.5% | -0.5% | +0.8% |
| 30D | -8.6% | -2.6% | -6.0% | -8.3% |
| 3M | -46.5% | 0.0% | -46.6% | -46.6% |
| 6M | -4.8% | +7.4% | -12.2% | -6.0% |
| YTD | +29.7% | +15.9% | +13.8% | +26.8% |
| 1Y | +35.8% | +18.1% | +17.7% | +32.4% |
| 3Y | -18.3% | +58.4% | -76.7% | -24.6% |
| All | -2.4% | +8.4% | -10.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling