+166.1%
B vs GFS
-3.9%
+170.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +2.3% | +2.6% | -0.3% | +2.0% |
| 30D | +1.4% | -16.4% | +17.7% | +3.6% |
| 3M | +12.2% | -41.6% | +53.8% | +19.3% |
| 6M | -2.1% | -3.7% | +1.6% | -2.2% |
| YTD | +2.9% | +29.3% | -26.4% | -0.5% |
| 1Y | +55.3% | +37.1% | +18.2% | +49.0% |
| 3Y | +198.7% | -22.1% | +220.8% | +197.4% |
| All | +166.1% | -3.9% | +170.0% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling