-2.7%
GFS vs DG
-37.1%
+34.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.1% |
| 7D | +2.6% | -2.5% | +5.1% | +2.9% |
| 30D | -16.4% | +1.0% | -17.4% | -16.5% |
| 3M | -41.6% | +20.3% | -61.9% | -42.8% |
| 6M | -3.7% | -11.7% | +8.1% | -2.6% |
| YTD | +29.3% | -2.3% | +31.6% | +29.3% |
| 1Y | +37.1% | +20.0% | +17.1% | +34.1% |
| 3Y | -22.1% | +7.2% | -29.4% | -24.0% |
| All | -2.7% | -37.1% | +34.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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