-33.7%
BE vs GFS
-44.1%
+10.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -2.3% |
| 7D | +10.8% | +7.4% | +3.4% | +4.4% |
| 30D | -19.8% | -15.3% | -4.5% | -5.8% |
| 3M | -18.7% | -21.1% | +2.4% | +0.9% |
| 6M | -33.7% | -44.5% | +10.7% | +14.5% |
| All | -33.7% | -44.1% | +10.4% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling