-10.3%
GFS vs DGX
+97.9%
-108.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +1.6% | +5.8% | +7.1% |
| 30D | -15.3% | +11.2% | -26.5% | -17.2% |
| 3M | -21.1% | +10.4% | -31.5% | -22.8% |
| 6M | -44.5% | +37.1% | -81.6% | -48.8% |
| YTD | +19.2% | +52.1% | -32.9% | +6.0% |
| 1Y | +27.2% | +40.7% | -13.5% | +15.9% |
| 3Y | -20.1% | +107.6% | -127.7% | -37.4% |
| 5Y | -25.6% | +90.6% | -116.2% | -39.0% |
| All | -10.3% | +97.9% | -108.2% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling