-12.1%
GFS vs DAR
-35.5%
+23.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -5.3% | -3.8% | -1.5% | -4.0% |
| 30D | -15.8% | -14.4% | -1.4% | -11.6% |
| 3M | -18.6% | -17.9% | -0.7% | -13.8% |
| 6M | -45.0% | -18.3% | -26.7% | -41.8% |
| YTD | +16.8% | +43.2% | -26.5% | +2.2% |
| 1Y | +17.8% | +57.7% | -39.9% | -0.3% |
| 3Y | -21.5% | +22.7% | -44.3% | -31.6% |
| 5Y | -29.3% | -34.0% | +4.7% | -18.7% |
| All | -12.1% | -35.5% | +23.3% | +7.6% |
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