-29.3%
GFS vs D
+82.3%
-111.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.2% | -9.7% | -9.9% |
| 7D | -20.7% | +6.9% | -27.6% | -20.9% |
| 30D | -25.2% | +12.3% | -37.6% | -25.6% |
| 3M | -26.3% | +3.0% | -29.3% | -26.2% |
| 6M | -50.7% | +12.8% | -63.5% | -51.2% |
| YTD | +4.5% | +22.6% | -18.0% | +2.5% |
| 1Y | +2.5% | +21.7% | -19.2% | +0.5% |
| All | -29.3% | +82.3% | -111.6% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling