-10.3%
GFS vs DRI
+87.4%
-97.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +7.4% | +1.1% | +6.3% | +6.8% |
| 30D | -15.3% | +9.7% | -25.0% | -19.6% |
| 3M | -21.1% | +3.2% | -24.3% | -23.2% |
| 6M | -44.5% | +20.6% | -65.0% | -51.1% |
| YTD | +19.2% | +28.3% | -9.0% | -0.1% |
| 1Y | +27.2% | +34.5% | -7.3% | +3.1% |
| 3Y | -20.1% | +66.5% | -86.7% | -46.0% |
| 5Y | -25.6% | +79.6% | -105.3% | -53.6% |
| All | -10.3% | +87.4% | -97.7% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling