+128.3%
B vs GFS
-9.0%
+137.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -6.2% | +17.2% | -23.4% | -8.1% |
| 30D | -6.6% | -8.7% | +2.1% | -5.8% |
| 3M | -7.9% | -19.7% | +11.8% | -5.6% |
| 6M | -16.8% | -40.7% | +23.9% | -12.0% |
| YTD | -11.7% | +22.5% | -34.2% | -14.3% |
| 1Y | +3.5% | +25.2% | -21.7% | +0.1% |
| 3Y | +165.7% | -17.7% | +183.4% | +163.4% |
| 5Y | +108.4% | -23.5% | +131.9% | +109.3% |
| All | +128.3% | -9.0% | +137.3% | +131.5% |
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