+170.0%
B vs GFS
-3.7%
+173.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | +9.4% | -8.6% | +18.0% | +10.7% |
| 3M | +5.0% | -46.5% | +51.5% | +12.9% |
| 6M | -3.5% | -4.8% | +1.3% | -3.5% |
| YTD | +4.5% | +29.7% | -25.2% | +1.0% |
| 1Y | +67.8% | +35.8% | +31.9% | +61.1% |
| 3Y | +196.7% | -18.3% | +215.0% | +194.1% |
| All | +170.0% | -3.7% | +173.7% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling