-12.1%
GFS vs D
+12.6%
-24.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -5.3% | +2.4% | -7.7% | -5.5% |
| 30D | -15.8% | +10.9% | -26.7% | -16.7% |
| 3M | -18.6% | +2.8% | -21.5% | -18.9% |
| 6M | -45.0% | +12.7% | -57.7% | -45.9% |
| YTD | +16.8% | +20.3% | -3.5% | +13.8% |
| 1Y | +17.8% | +17.1% | +0.7% | +15.1% |
| 3Y | -21.5% | +75.1% | -96.7% | -28.2% |
| 5Y | -29.3% | +13.1% | -42.5% | -29.6% |
| All | -12.1% | +12.6% | -24.7% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling