-10.3%
GFS vs DAR
-29.9%
+19.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | +7.4% | +11.6% | -4.2% | +3.7% |
| 30D | -15.3% | -10.2% | -5.0% | -12.3% |
| 3M | -21.1% | -14.8% | -6.3% | -17.3% |
| 6M | -44.5% | -10.1% | -34.4% | -43.1% |
| YTD | +19.2% | +55.5% | -36.3% | +1.7% |
| 1Y | +27.2% | +61.7% | -34.4% | +6.9% |
| 3Y | -20.1% | +37.2% | -57.3% | -33.0% |
| 5Y | -25.6% | -26.9% | +1.3% | -18.0% |
| All | -10.3% | -29.9% | +19.7% | +7.0% |
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