+128.8%
C vs GFS
-3.9%
+132.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +3.2% | +2.6% | +0.5% | +2.6% |
| 30D | +1.3% | -16.4% | +17.7% | +4.9% |
| 3M | +3.1% | -41.6% | +44.7% | +13.9% |
| 6M | +29.6% | -3.7% | +33.3% | +27.0% |
| YTD | +19.0% | +29.3% | -10.4% | +7.8% |
| 1Y | +45.6% | +37.1% | +8.5% | +29.7% |
| 3Y | +269.3% | -22.1% | +291.4% | +257.8% |
| All | +128.8% | -3.9% | +132.8% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling