+491.3%
BE vs GFS
-23.1%
+514.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +20.5% | +17.2% | +3.3% | +10.5% |
| 30D | -23.4% | -8.7% | -14.6% | -18.6% |
| 3M | -14.9% | -19.7% | +4.8% | -3.3% |
| 6M | -28.1% | -40.7% | +12.6% | -2.0% |
| YTD | +132.4% | +22.5% | +109.9% | +118.9% |
| 1Y | +59.4% | +25.2% | +34.1% | +49.4% |
| 3Y | +1,815.8% | -17.7% | +1,833.5% | +1,981.1% |
| 5Y | +491.3% | -23.5% | +514.8% | +518.2% |
| All | +491.3% | -23.1% | +514.4% | +518.2% |
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