-2.4%
GFS vs DD
+66.7%
-69.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.3% |
| 7D | +1.0% | -3.5% | +4.5% | +3.8% |
| 30D | -8.6% | -10.3% | +1.7% | -0.5% |
| 3M | -46.5% | -7.5% | -39.0% | -43.3% |
| 6M | -4.8% | -8.0% | +3.2% | +1.7% |
| YTD | +29.7% | +10.5% | +19.2% | +20.1% |
| 1Y | +35.8% | +38.3% | -2.4% | +5.1% |
| 3Y | -18.3% | +42.5% | -60.8% | -40.2% |
| All | -2.4% | +66.7% | -69.1% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling