+115.0%
AAPL vs GFS
-3.7%
+118.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +3.0% | -8.6% | +11.6% | +4.6% |
| 3M | +2.9% | -46.5% | +49.4% | +16.9% |
| 6M | +22.1% | -4.8% | +26.9% | +17.4% |
| YTD | +18.0% | +29.7% | -11.6% | +2.9% |
| 1Y | +33.9% | +35.8% | -1.9% | +14.5% |
| 3Y | +71.2% | -18.3% | +89.5% | +61.3% |
| All | +115.0% | -3.7% | +118.7% | +93.4% |
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