-20.1%
GFS vs DG
+21.7%
-41.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.7% |
| 7D | +7.4% | +0.3% | +7.1% | +7.4% |
| 30D | -15.3% | +3.2% | -18.5% | -15.3% |
| 3M | -21.1% | +10.4% | -31.5% | -21.2% |
| 6M | -44.5% | +33.2% | -77.6% | -45.0% |
| YTD | +19.2% | +3.0% | +16.3% | +19.4% |
| 1Y | +27.2% | +31.2% | -4.0% | +26.8% |
| 3Y | -20.1% | +21.8% | -42.0% | -19.2% |
| All | -20.1% | +21.7% | -41.8% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling