+94.3%
COST vs GFS
0.0%
+94.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -1.2% | +3.8% | -5.0% | -1.6% |
| 30D | -4.7% | -11.7% | +7.0% | -3.5% |
| 3M | -7.1% | -41.8% | +34.6% | -1.9% |
| 6M | -8.5% | +6.6% | -15.2% | -12.3% |
| YTD | +5.4% | +34.6% | -29.3% | -3.2% |
| 1Y | -5.6% | +46.2% | -51.8% | -14.8% |
| 3Y | +68.5% | -20.3% | +88.8% | +64.1% |
| All | +94.3% | 0.0% | +94.3% | +78.1% |
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