-34.7%
GFS vs D
+12.5%
-47.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.3% |
| 7D | -7.8% | +3.0% | -10.8% | -8.1% |
| 30D | -19.7% | +11.5% | -31.1% | -20.5% |
| 3M | -23.1% | +3.7% | -26.9% | -23.4% |
| 6M | -46.4% | +13.5% | -59.9% | -47.3% |
| YTD | +11.0% | +20.7% | -9.7% | +8.2% |
| 1Y | +12.6% | +18.2% | -5.6% | +10.0% |
| 3Y | -24.9% | +73.3% | -98.3% | -31.0% |
| All | -34.7% | +12.5% | -47.1% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling