-12.3%
GFS vs DRI
+88.3%
-100.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.1% |
| 7D | -3.1% | +3.1% | -6.2% | -4.9% |
| 30D | -16.0% | +16.2% | -32.3% | -22.8% |
| 3M | -24.7% | +8.4% | -33.1% | -28.7% |
| 6M | -45.1% | +19.0% | -64.1% | -51.3% |
| YTD | +16.5% | +28.8% | -12.4% | -2.7% |
| 1Y | +19.3% | +33.1% | -13.8% | -2.7% |
| 3Y | -20.0% | +70.8% | -90.7% | -46.9% |
| 5Y | -32.0% | +74.2% | -106.3% | -56.8% |
| All | -12.3% | +88.3% | -100.6% | -46.7% |
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