-2.4%
GFS vs DG
-34.5%
+32.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +1.0% | +8.4% | -7.4% | +0.3% |
| 30D | -8.6% | +4.9% | -13.5% | -9.0% |
| 3M | -46.5% | +29.3% | -75.9% | -48.0% |
| 6M | -4.8% | -11.3% | +6.4% | -3.8% |
| YTD | +29.7% | +1.8% | +27.9% | +29.2% |
| 1Y | +35.8% | +25.3% | +10.5% | +32.3% |
| 3Y | -18.3% | +9.1% | -27.4% | -20.2% |
| All | -2.4% | -34.5% | +32.1% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling