+16.4%
B vs GFS
+17.3%
-0.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.3% | -6.4% | -6.2% |
| 7D | +7.1% | -5.3% | +12.4% | +8.0% |
| 30D | -3.3% | -15.8% | +12.5% | -0.1% |
| 3M | -2.5% | -18.6% | +16.1% | +1.1% |
| 6M | -7.2% | -45.0% | +37.7% | +3.2% |
| YTD | -7.4% | +16.8% | -24.1% | -13.4% |
| 1Y | +16.4% | +17.8% | -1.4% | +8.2% |
| All | +16.4% | +17.3% | -0.9% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling