-65.8%
BAX vs GFS
-2.1%
-63.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | -5.1% | +4.5% | -9.6% | -5.5% |
| 30D | -12.2% | -8.2% | -4.0% | -11.5% |
| 3M | +21.8% | -38.9% | +60.7% | +27.4% |
| 6M | +36.3% | -2.9% | +39.2% | +33.0% |
| YTD | +27.8% | +31.8% | -4.0% | +19.2% |
| 1Y | -0.1% | +43.1% | -43.2% | -8.3% |
| 3Y | -33.3% | -20.6% | -12.7% | -35.9% |
| All | -65.8% | -2.1% | -63.7% | -67.5% |
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