+9.1%
AA vs GFS
0.0%
+9.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.8% |
| 7D | -3.4% | +3.8% | -7.3% | -4.7% |
| 30D | -5.8% | -11.7% | +5.9% | -1.9% |
| 3M | -29.9% | -41.8% | +11.9% | -17.3% |
| 6M | -27.0% | +6.6% | -33.7% | -31.4% |
| YTD | -8.7% | +34.6% | -43.4% | -22.3% |
| 1Y | +50.6% | +46.2% | +4.5% | +24.0% |
| 3Y | +74.1% | -20.3% | +94.4% | +69.4% |
| All | +9.1% | 0.0% | +9.1% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling