-9.9%
AA vs GFS
-11.4%
+1.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.9% |
| 7D | +0.5% | +7.4% | -6.9% | -1.8% |
| 30D | -0.6% | -15.3% | +14.7% | +4.4% |
| 3M | -19.7% | -21.1% | +1.4% | -14.2% |
| 6M | -41.6% | -44.5% | +2.9% | -31.1% |
| YTD | -24.6% | +19.2% | -43.9% | -33.9% |
| 1Y | +4.9% | +27.2% | -22.4% | -10.3% |
| 3Y | +66.8% | -20.1% | +87.0% | +61.8% |
| 5Y | -19.4% | -25.6% | +6.2% | -20.2% |
| All | -9.9% | -11.4% | +1.5% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling