-55.4%
BSX vs GFS
+37.2%
-92.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.8% |
| 7D | +2.0% | +1.0% | +1.0% | +2.1% |
| 30D | +0.1% | -8.6% | +8.7% | 0.0% |
| 3M | -2.1% | -46.5% | +44.4% | -2.7% |
| 6M | -33.8% | -4.8% | -29.0% | -34.3% |
| YTD | -49.9% | +29.7% | -79.5% | -50.1% |
| 1Y | -55.4% | +35.8% | -91.3% | -55.9% |
| All | -55.4% | +37.2% | -92.6% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling