-32.5%
DOW vs GFS
0.0%
-32.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.2% | -2.4% |
| 7D | -1.4% | +3.8% | -5.2% | -2.0% |
| 30D | -3.9% | -11.7% | +7.8% | -2.0% |
| 3M | -12.7% | -41.8% | +29.1% | -5.0% |
| 6M | -13.7% | +6.6% | -20.3% | -18.5% |
| YTD | +28.4% | +34.6% | -6.3% | +13.5% |
| 1Y | +21.8% | +46.2% | -24.4% | +5.4% |
| 3Y | -35.7% | -20.3% | -15.4% | -39.3% |
| All | -32.5% | 0.0% | -32.6% | -36.3% |
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 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