-58.8%
BSX vs GFS
+47.5%
-106.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.3% |
| 7D | -10.1% | +3.8% | -13.9% | -10.0% |
| 30D | -16.4% | -11.7% | -4.7% | -16.6% |
| 3M | -8.9% | -41.8% | +32.9% | -9.5% |
| 6M | -38.3% | +6.6% | -44.9% | -38.7% |
| YTD | -54.9% | +34.6% | -89.6% | -55.1% |
| 1Y | -58.8% | +46.2% | -105.0% | -59.3% |
| All | -58.8% | +47.5% | -106.3% | -59.3% |
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