+764.5%
BE vs GFS
-3.7%
+768.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.8% | +6.5% |
| 7D | +20.0% | +1.0% | +19.0% | +19.4% |
| 30D | +7.9% | -8.6% | +16.5% | +13.0% |
| 3M | -13.2% | -46.5% | +33.3% | +22.9% |
| 6M | +53.5% | -4.8% | +58.3% | +64.1% |
| YTD | +191.0% | +29.7% | +161.4% | +165.8% |
| 1Y | +360.5% | +35.8% | +324.7% | +311.9% |
| 3Y | +1,568.0% | -18.3% | +1,586.3% | +1,704.1% |
| All | +764.5% | -3.7% | +768.2% | +894.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling