+14.7%
AA vs GFS
-2.1%
+16.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.6% |
| 7D | -0.6% | +4.5% | -5.1% | -2.1% |
| 30D | -1.6% | -8.2% | +6.6% | +1.0% |
| 3M | -29.8% | -38.9% | +9.1% | -18.6% |
| 6M | -16.6% | -2.9% | -13.7% | -19.2% |
| YTD | -4.0% | +31.8% | -35.8% | -17.7% |
| 1Y | +63.5% | +43.1% | +20.4% | +35.5% |
| 3Y | +86.8% | -20.6% | +107.4% | +82.2% |
| All | +14.7% | -2.1% | +16.8% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling