+156.1%
ALL vs GFS
-17.0%
+173.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.3% |
| 7D | 0.0% | +1.0% | -1.0% | +0.1% |
| 30D | -1.5% | -8.6% | +7.1% | -1.8% |
| 3M | +23.6% | -46.5% | +70.2% | +21.8% |
| 6M | +22.3% | -4.8% | +27.2% | +19.9% |
| YTD | +26.5% | +29.7% | -3.1% | +23.4% |
| 1Y | +27.0% | +35.8% | -8.8% | +23.6% |
| All | +156.1% | -17.0% | +173.1% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling