+46.2%
GFS vs DGX
+32.7%
+13.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.4% |
| 7D | +3.8% | -0.9% | +4.7% | +3.7% |
| 30D | -11.7% | -1.2% | -10.6% | -11.8% |
| 3M | -41.8% | +15.8% | -57.5% | -40.6% |
| 6M | +6.6% | +18.2% | -11.5% | +8.8% |
| YTD | +34.6% | +37.2% | -2.6% | +31.6% |
| 1Y | +46.2% | +30.4% | +15.8% | +44.2% |
| All | +46.2% | +32.7% | +13.5% | +44.2% |
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