-12.3%
GFS vs DAR
-34.3%
+21.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +3.4% |
| 7D | -3.1% | -2.8% | -0.4% | -2.2% |
| 30D | -16.0% | -12.8% | -3.2% | -12.3% |
| 3M | -24.7% | -11.6% | -13.1% | -22.2% |
| 6M | -45.1% | -16.8% | -28.4% | -42.3% |
| YTD | +16.5% | +45.9% | -29.4% | +1.4% |
| 1Y | +19.3% | +61.5% | -42.1% | +0.2% |
| 3Y | -20.0% | +23.0% | -42.9% | -30.2% |
| 5Y | -32.0% | -35.8% | +3.8% | -19.1% |
| All | -12.3% | -34.3% | +21.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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