-1.6%
BND vs GFS
-2.1%
+0.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -0.9% | +3.2% | -4.1% | -1.0% |
| 30D | -1.0% | -9.6% | +8.6% | -0.8% |
| 3M | -1.2% | -38.5% | +37.2% | -0.7% |
| 6M | -2.0% | -1.3% | -0.7% | -2.1% |
| YTD | -1.2% | +31.8% | -33.0% | -1.7% |
| 1Y | -0.5% | +44.6% | -45.0% | -1.2% |
| 3Y | +12.4% | -20.6% | +33.0% | +12.4% |
| All | -1.6% | -2.1% | +0.5% | -1.9% |
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