+30.8%
GFS vs DTE
+3.0%
+27.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.6% |
| 7D | +17.2% | +3.2% | +14.0% | +17.6% |
| 30D | -8.7% | +8.5% | -17.2% | -7.7% |
| 3M | -19.7% | +1.3% | -20.9% | -19.4% |
| 6M | -40.7% | -0.7% | -40.0% | -41.2% |
| YTD | +22.5% | +10.6% | +11.9% | +17.7% |
| All | +30.8% | +3.0% | +27.8% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling