-9.2%
BBY vs GFS
-2.1%
-7.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | +1.2% | +4.5% | -3.3% | +0.2% |
| 30D | +6.8% | -8.2% | +15.0% | +8.6% |
| 3M | +18.7% | -38.9% | +57.6% | +31.3% |
| 6M | +37.3% | -2.9% | +40.2% | +31.0% |
| YTD | +35.3% | +31.8% | +3.5% | +15.8% |
| 1Y | +20.7% | +43.1% | -22.5% | +0.1% |
| 3Y | +39.4% | -20.6% | +60.1% | +31.9% |
| All | -9.2% | -2.1% | -7.0% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling