+27.2%
GFS vs DRI
+34.4%
-7.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +7.4% | +1.1% | +6.3% | +7.4% |
| 30D | -15.3% | +9.7% | -25.0% | -15.5% |
| 3M | -21.1% | +3.2% | -24.3% | -20.6% |
| 6M | -44.5% | +20.6% | -65.0% | -45.7% |
| YTD | +19.2% | +28.3% | -9.0% | +12.7% |
| 1Y | +27.2% | +34.5% | -7.3% | +17.2% |
| All | +27.2% | +34.4% | -7.2% | +17.2% |
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