+820.6%
BE vs GFS
-2.1%
+822.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.9% |
| 7D | +23.9% | +4.5% | +19.4% | +21.0% |
| 30D | +27.8% | -8.2% | +36.0% | +34.1% |
| 3M | +3.7% | -38.9% | +42.6% | +37.3% |
| 6M | +78.0% | -2.9% | +80.8% | +87.7% |
| YTD | +209.9% | +31.8% | +178.1% | +180.4% |
| 1Y | +389.6% | +43.1% | +346.5% | +326.7% |
| 3Y | +1,730.6% | -20.6% | +1,751.2% | +1,909.6% |
| All | +820.6% | -2.1% | +822.7% | +948.7% |
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