-2.7%
GFS vs DTE
+40.9%
-43.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.5% |
| 7D | +2.6% | +0.9% | +1.8% | +2.4% |
| 30D | -16.4% | -1.9% | -14.5% | -16.0% |
| 3M | -41.6% | -3.3% | -38.3% | -41.4% |
| 6M | -3.7% | -7.1% | +3.4% | -2.5% |
| YTD | +29.3% | +8.1% | +21.2% | +25.4% |
| 1Y | +37.1% | +5.3% | +31.9% | +34.0% |
| 3Y | -22.1% | +48.2% | -70.3% | -32.2% |
| All | -2.7% | +40.9% | -43.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling