+126.1%
ALL vs GFS
-2.1%
+128.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -2.2% | +4.5% | -6.7% | -2.3% |
| 30D | -5.6% | -8.2% | +2.6% | -5.5% |
| 3M | +17.2% | -38.9% | +56.1% | +18.2% |
| 6M | +23.2% | -2.9% | +26.1% | +21.1% |
| YTD | +23.6% | +31.8% | -8.2% | +19.2% |
| 1Y | +29.2% | +43.1% | -14.0% | +23.7% |
| 3Y | +153.8% | -20.6% | +174.5% | +148.5% |
| All | +126.1% | -2.1% | +128.2% | +123.9% |
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