+17.8%
GFS vs DG
+41.0%
-23.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -5.3% | +5.2% | -10.5% | -4.8% |
| 30D | -15.8% | +7.9% | -23.7% | -15.5% |
| 3M | -18.6% | +12.7% | -31.4% | -18.4% |
| 6M | -45.0% | +22.4% | -67.4% | -45.1% |
| YTD | +16.8% | +5.4% | +11.4% | +19.1% |
| 1Y | +17.8% | +39.4% | -21.6% | +22.0% |
| All | +17.8% | +41.0% | -23.2% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling