+61.0%
AA vs GFS
+37.2%
+23.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | -0.7% | +1.0% | -1.7% | -1.0% |
| 30D | +5.0% | -8.6% | +13.6% | +7.0% |
| 3M | -35.8% | -46.5% | +10.7% | -25.8% |
| 6M | -18.4% | -4.8% | -13.6% | -17.6% |
| YTD | -5.5% | +29.7% | -35.1% | -18.1% |
| 1Y | +61.0% | +35.8% | +25.1% | +36.0% |
| All | +61.0% | +37.2% | +23.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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