+310.6%
BE vs GFS
+42.7%
+267.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +9.7% | +3.2% | +6.5% | +7.1% |
| 30D | +22.4% | -9.6% | +31.9% | +32.4% |
| 3M | +10.4% | -38.5% | +48.8% | +61.1% |
| 6M | +67.9% | -1.3% | +69.1% | +83.4% |
| YTD | +197.5% | +31.8% | +165.7% | +163.5% |
| 1Y | +310.6% | +44.6% | +266.0% | +274.1% |
| All | +310.6% | +42.7% | +267.9% | +274.1% |
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