+5.4%
B vs GFS
+22.9%
-17.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | -7.3% | +7.4% | -14.7% | -8.7% |
| 30D | -3.3% | -15.3% | +11.9% | -0.2% |
| 3M | -7.8% | -21.1% | +13.3% | -3.7% |
| 6M | -15.5% | -44.5% | +28.9% | -6.3% |
| YTD | -12.3% | +19.2% | -31.5% | -18.3% |
| 1Y | +5.4% | +27.2% | -21.9% | -2.6% |
| All | +5.4% | +22.9% | -17.5% | -2.6% |
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 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