-23.4%
GFS vs DAR
-31.4%
+8.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +3.9% |
| 7D | +6.2% | +3.6% | +2.6% | +5.1% |
| 30D | -11.4% | -11.3% | -0.1% | -8.0% |
| 3M | -15.5% | -13.1% | -2.4% | -12.0% |
| 6M | -42.6% | -15.1% | -27.5% | -40.1% |
| YTD | +23.2% | +50.5% | -27.3% | +6.3% |
| 1Y | +23.6% | +57.9% | -34.3% | +4.7% |
| 3Y | -17.2% | +28.9% | -46.2% | -28.9% |
| 5Y | -23.4% | -31.4% | +8.0% | -21.0% |
| All | -23.4% | -31.4% | +8.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling