-16.4%
GFS vs DD
+85.6%
-102.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.4% |
| 7D | -7.8% | +4.6% | -12.4% | -10.9% |
| 30D | -19.7% | +11.8% | -31.4% | -26.3% |
| 3M | -23.1% | +2.2% | -25.3% | -24.4% |
| 6M | -46.4% | -1.6% | -44.7% | -45.7% |
| YTD | +11.0% | +23.0% | -12.0% | -5.4% |
| 1Y | +12.6% | +26.9% | -14.3% | -6.4% |
| 3Y | -24.9% | +77.9% | -102.8% | -54.0% |
| 5Y | -39.1% | +59.9% | -99.0% | -59.6% |
| All | -16.4% | +85.6% | -102.0% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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