-22.0%
GFS vs DGX
+96.8%
-118.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.5% | -2.2% | +6.7% | +4.6% |
| 30D | -8.2% | -0.9% | -7.3% | -8.1% |
| 3M | -38.9% | +15.6% | -54.4% | -39.4% |
| 6M | -2.9% | +17.8% | -20.7% | -4.1% |
| YTD | +31.8% | +37.5% | -5.7% | +26.5% |
| 1Y | +43.1% | +31.2% | +12.0% | +38.4% |
| All | -22.0% | +96.8% | -118.8% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling