+161.1%
BKR vs GFS
0.0%
+161.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -0.9% |
| 7D | -7.0% | +3.8% | -10.8% | -7.6% |
| 30D | -8.1% | -11.7% | +3.6% | -6.2% |
| 3M | -6.6% | -41.8% | +35.1% | +1.8% |
| 6M | +0.9% | +6.6% | -5.8% | -2.3% |
| YTD | +31.1% | +34.6% | -3.6% | +21.1% |
| 1Y | +27.7% | +46.2% | -18.4% | +15.9% |
| 3Y | +71.2% | -20.3% | +91.5% | +66.1% |
| All | +161.1% | 0.0% | +161.1% | +131.7% |
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 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