-16.4%
GFS vs DG
-33.9%
+17.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +6.4% |
| 7D | -7.8% | +1.1% | -8.9% | -7.9% |
| 30D | -19.7% | +9.5% | -29.2% | -20.4% |
| 3M | -23.1% | +5.5% | -28.6% | -23.6% |
| 6M | -46.4% | +16.1% | -62.5% | -47.4% |
| YTD | +11.0% | +2.7% | +8.4% | +10.4% |
| 1Y | +12.6% | +42.1% | -29.4% | +8.2% |
| 3Y | -24.9% | +19.3% | -44.2% | -28.2% |
| 5Y | -39.1% | -35.3% | -3.7% | -33.3% |
| All | -16.4% | -33.9% | +17.5% | -9.6% |
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