+556.4%
BE vs GFS
-11.4%
+567.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -3.4% |
| 7D | +10.8% | +7.4% | +3.4% | +7.0% |
| 30D | -19.8% | -15.3% | -4.5% | -11.1% |
| 3M | -18.7% | -21.1% | +2.4% | -7.0% |
| 6M | -33.7% | -44.5% | +10.7% | -7.3% |
| YTD | +121.0% | +19.2% | +101.7% | +112.6% |
| 1Y | +85.4% | +27.2% | +58.2% | +73.4% |
| 3Y | +1,709.5% | -20.1% | +1,729.7% | +1,902.5% |
| 5Y | +462.2% | -25.6% | +487.8% | +542.0% |
| All | +556.4% | -11.4% | +567.8% | +695.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling