+25.9%
GFS vs DG
+34.7%
-8.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +6.2% | -3.0% | +9.2% | +6.0% |
| 30D | -11.4% | +8.6% | -20.0% | -11.1% |
| 3M | -15.5% | +15.0% | -30.5% | -15.2% |
| 6M | -42.6% | +32.7% | -75.3% | -43.3% |
| YTD | +23.2% | +5.5% | +17.7% | +25.8% |
| All | +25.9% | +34.7% | -8.8% | +31.3% |
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 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