-0.8%
GFS vs DTE
+39.6%
-40.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -8.2% | -0.5% | -7.7% | -8.1% |
| 3M | -38.9% | -6.0% | -32.8% | -38.2% |
| 6M | -2.9% | -7.2% | +4.3% | -1.7% |
| YTD | +31.8% | +7.2% | +24.6% | +28.0% |
| 1Y | +43.1% | +4.1% | +39.1% | +40.2% |
| 3Y | -20.6% | +46.9% | -67.5% | -30.8% |
| All | -0.8% | +39.6% | -40.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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