-19.3%
BAX vs GFS
-16.8%
-2.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.2% |
| 7D | +0.4% | +17.2% | -16.9% | -1.2% |
| 30D | +3.4% | -8.7% | +12.2% | +4.1% |
| 3M | -4.5% | -19.7% | +15.2% | -2.7% |
| 6M | +44.0% | -40.7% | +84.7% | +49.6% |
| YTD | +34.9% | +22.5% | +12.3% | +22.0% |
| 1Y | +37.9% | +25.2% | +12.7% | +23.9% |
| All | -19.3% | -16.8% | -2.5% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling