+132.9%
ALL vs GFS
-13.3%
+146.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | -0.1% | -5.3% | +5.1% | -0.1% |
| 30D | +13.8% | -15.8% | +29.6% | +13.9% |
| 3M | -2.8% | -18.6% | +15.9% | -2.6% |
| 6M | +23.7% | -45.0% | +68.6% | +24.4% |
| YTD | +27.3% | +16.8% | +10.5% | +22.8% |
| 1Y | +30.5% | +17.8% | +12.8% | +25.8% |
| 3Y | +113.0% | -21.5% | +134.5% | +106.9% |
| 5Y | +157.6% | -29.3% | +186.9% | +151.3% |
| All | +132.9% | -13.3% | +146.1% | +130.7% |
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