-65.1%
BAX vs GFS
-3.9%
-61.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -2.4% | +2.6% | -5.1% | -2.7% |
| 30D | -9.7% | -16.4% | +6.7% | -8.1% |
| 3M | +29.3% | -41.6% | +70.9% | +35.9% |
| 6M | +40.7% | -3.7% | +44.3% | +37.4% |
| YTD | +30.3% | +29.3% | +1.0% | +21.8% |
| 1Y | +3.4% | +37.1% | -33.7% | -4.6% |
| 3Y | -32.0% | -22.1% | -9.9% | -34.5% |
| All | -65.1% | -3.9% | -61.2% | -66.8% |
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