-6.3%
BBY vs GFS
0.0%
-6.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.6% |
| 7D | +0.6% | +3.8% | -3.3% | -0.3% |
| 30D | +9.4% | -11.7% | +21.1% | +12.3% |
| 3M | +19.3% | -41.8% | +61.1% | +33.7% |
| 6M | +47.9% | +6.6% | +41.3% | +37.7% |
| YTD | +39.6% | +34.6% | +4.9% | +18.8% |
| 1Y | +22.2% | +46.2% | -24.0% | +0.9% |
| 3Y | +45.0% | -20.3% | +65.3% | +37.3% |
| All | -6.3% | 0.0% | -6.3% | -16.2% |
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 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