-12.1%
GFS vs DD
+98.7%
-110.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.6% |
| 7D | -5.3% | +2.2% | -7.5% | -6.6% |
| 30D | -15.8% | +20.7% | -36.5% | -27.2% |
| 3M | -18.6% | +11.3% | -30.0% | -25.1% |
| 6M | -45.0% | +6.0% | -51.0% | -47.4% |
| YTD | +16.8% | +31.7% | -14.9% | -5.6% |
| 1Y | +17.8% | +32.2% | -14.4% | -5.2% |
| 3Y | -21.5% | +92.7% | -114.2% | -54.8% |
| 5Y | -29.3% | +72.1% | -101.5% | -55.7% |
| All | -12.1% | +98.7% | -110.8% | -47.4% |
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