-31.1%
DOW vs GFS
-2.1%
-29.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.4% | +3.2% | -5.6% | -2.9% |
| 30D | -4.1% | -9.6% | +5.5% | -2.6% |
| 3M | -12.4% | -38.5% | +26.1% | -5.9% |
| 6M | -10.6% | -1.3% | -9.3% | -14.3% |
| YTD | +31.1% | +31.8% | -0.7% | +16.4% |
| 1Y | +30.5% | +44.6% | -14.0% | +13.2% |
| 3Y | -34.4% | -20.6% | -13.8% | -38.0% |
| All | -31.1% | -2.1% | -29.0% | -34.8% |
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