+139.5%
B vs GFS
-13.3%
+152.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.1% |
| 7D | +7.1% | -5.3% | +12.4% | +7.7% |
| 30D | -3.3% | -15.8% | +12.5% | -1.4% |
| 3M | -2.5% | -18.6% | +16.1% | -0.3% |
| 6M | -7.2% | -45.0% | +37.7% | -1.0% |
| YTD | -7.4% | +16.8% | -24.1% | -9.5% |
| 1Y | +16.4% | +17.8% | -1.4% | +13.5% |
| 3Y | +178.7% | -21.5% | +200.2% | +178.1% |
| 5Y | +121.7% | -29.3% | +151.0% | +123.8% |
| All | +139.5% | -13.3% | +152.7% | +144.4% |
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 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