-0.3%
BSX vs GFS
-2.1%
+1.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -8.2% | +3.2% | -11.4% | -8.4% |
| 30D | -15.8% | -9.6% | -6.2% | -15.1% |
| 3M | -10.8% | -38.5% | +27.6% | -7.7% |
| 6M | -38.4% | -1.3% | -37.1% | -39.5% |
| YTD | -54.8% | +31.8% | -86.6% | -57.2% |
| 1Y | -59.0% | +44.6% | -103.6% | -61.8% |
| 3Y | -20.0% | -20.6% | +0.6% | -21.7% |
| All | -0.3% | -2.1% | +1.8% | -7.5% |
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