+137.8%
ALL vs GFS
-9.0%
+146.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.7% |
| 7D | 0.0% | +17.2% | -17.2% | -0.1% |
| 30D | +12.8% | -8.7% | +21.5% | +12.9% |
| 3M | +4.7% | -19.7% | +24.3% | +4.9% |
| 6M | +24.9% | -40.7% | +65.6% | +25.5% |
| YTD | +30.0% | +22.5% | +7.5% | +25.4% |
| 1Y | +29.9% | +25.2% | +4.7% | +25.1% |
| 3Y | +117.5% | -17.7% | +135.2% | +111.3% |
| 5Y | +161.7% | -23.5% | +185.2% | +155.7% |
| All | +137.8% | -9.0% | +146.8% | +135.6% |
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