-12.1%
GFS vs DTE
+43.9%
-56.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -5.3% | +3.5% | -8.8% | -6.0% |
| 30D | -15.8% | +9.5% | -25.3% | -17.5% |
| 3M | -18.6% | +2.5% | -21.2% | -19.1% |
| 6M | -45.0% | +0.6% | -45.5% | -45.3% |
| YTD | +16.8% | +10.5% | +6.3% | +12.7% |
| 1Y | +17.8% | +3.3% | +14.5% | +15.8% |
| 3Y | -21.5% | +56.3% | -77.8% | -32.7% |
| 5Y | -29.3% | +44.9% | -74.3% | -36.2% |
| All | -12.1% | +43.9% | -56.1% | -19.0% |
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