-16.4%
GFS vs DRI
+85.4%
-101.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.7% |
| 7D | -7.8% | +2.8% | -10.6% | -9.4% |
| 30D | -19.7% | +13.3% | -32.9% | -25.2% |
| 3M | -23.1% | +8.2% | -31.3% | -27.2% |
| 6M | -46.4% | +17.5% | -63.9% | -52.2% |
| YTD | +11.0% | +26.9% | -15.9% | -6.5% |
| 1Y | +12.6% | +31.6% | -18.9% | -7.7% |
| 3Y | -24.9% | +67.0% | -91.9% | -49.5% |
| 5Y | -39.1% | +72.9% | -112.0% | -61.2% |
| All | -16.4% | +85.4% | -101.9% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling