+34.5%
BBY vs GFS
+15.5%
+19.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -5.9% | +13.9% | +7.8% |
| 7D | +4.5% | -12.5% | +17.1% | +4.2% |
| 30D | +16.0% | -16.9% | +32.9% | +15.4% |
| 3M | +18.6% | -22.3% | +40.9% | +17.8% |
| 6M | +80.1% | -40.2% | +120.3% | +77.6% |
| YTD | +57.4% | +16.0% | +41.5% | +45.8% |
| 1Y | +34.5% | +17.7% | +16.8% | +23.2% |
| All | +34.5% | +15.5% | +19.0% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling