+17.7%
GFS vs DRI
+34.0%
-16.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.1% | -11.1% | -5.9% |
| 7D | -12.5% | +6.5% | -19.0% | -12.5% |
| 30D | -16.9% | +16.4% | -33.3% | -17.4% |
| 3M | -22.3% | +13.6% | -35.9% | -22.5% |
| 6M | -40.2% | +22.0% | -62.2% | -41.6% |
| YTD | +16.0% | +29.3% | -13.3% | +10.6% |
| 1Y | +17.7% | +32.0% | -14.4% | +11.2% |
| All | +17.7% | +34.0% | -16.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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