-42.6%
GFS vs D
+14.9%
-57.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.2% | -9.7% | -9.9% |
| 7D | -20.7% | +6.9% | -27.6% | -21.2% |
| 30D | -25.2% | +12.3% | -37.6% | -26.1% |
| 3M | -26.3% | +3.0% | -29.3% | -26.5% |
| 6M | -50.7% | +12.8% | -63.5% | -51.5% |
| YTD | +4.5% | +22.6% | -18.0% | +1.6% |
| 1Y | +2.5% | +21.7% | -19.2% | -0.4% |
| 3Y | -30.9% | +83.9% | -114.9% | -37.4% |
| 5Y | -42.6% | +14.0% | -56.6% | -44.8% |
| All | -42.6% | +14.9% | -57.6% | -44.8% |
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