-7.3%
GFS vs DG
-32.1%
+24.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +6.2% | -3.0% | +9.2% | +6.4% |
| 30D | -11.4% | +8.6% | -20.0% | -12.0% |
| 3M | -15.5% | +15.0% | -30.5% | -16.6% |
| 6M | -42.6% | +32.7% | -75.3% | -44.4% |
| YTD | +23.2% | +5.5% | +17.7% | +22.2% |
| 1Y | +23.6% | +34.6% | -11.0% | +19.5% |
| 3Y | -17.2% | +24.2% | -41.5% | -21.3% |
| 5Y | -23.4% | -32.3% | +8.8% | -17.3% |
| All | -7.3% | -32.1% | +24.8% | +0.1% |
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