-12.3%
GFS vs DG
-32.5%
+20.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.8% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -16.0% | +7.4% | -23.5% | -16.6% |
| 3M | -24.7% | +8.5% | -33.2% | -25.3% |
| 6M | -45.1% | +21.9% | -67.0% | -46.4% |
| YTD | +16.5% | +4.9% | +11.5% | +15.6% |
| 1Y | +19.3% | +40.4% | -21.1% | +14.9% |
| 3Y | -20.0% | +23.5% | -43.4% | -23.8% |
| 5Y | -32.0% | -32.3% | +0.3% | -26.8% |
| All | -12.3% | -32.5% | +20.1% | -5.3% |
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