-2.4%
GFS vs DAR
-18.4%
+16.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +1.0% | +1.4% | -0.3% | +0.5% |
| 30D | -8.6% | +12.8% | -21.4% | -12.5% |
| 3M | -46.5% | +7.4% | -53.9% | -48.1% |
| 6M | -4.8% | +22.3% | -27.1% | -11.8% |
| YTD | +29.7% | +81.1% | -51.4% | +5.6% |
| 1Y | +35.8% | +106.5% | -70.7% | +4.9% |
| 3Y | -18.3% | +5.3% | -23.6% | -22.8% |
| All | -2.4% | -18.4% | +16.0% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling