+17.7%
GFS vs DGX
+45.0%
-27.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.4% | -5.2% |
| 7D | -12.5% | +4.1% | -16.6% | -11.7% |
| 30D | -16.9% | +10.5% | -27.4% | -15.2% |
| 3M | -22.3% | +9.8% | -32.1% | -20.6% |
| 6M | -40.2% | +34.6% | -74.8% | -37.0% |
| YTD | +16.0% | +49.8% | -33.8% | +18.9% |
| 1Y | +17.7% | +46.0% | -28.4% | +20.0% |
| All | +17.7% | +45.0% | -27.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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