-13.1%
DOW vs GFS
-44.1%
+31.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.6% |
| 7D | +5.2% | +7.4% | -2.2% | +5.9% |
| 30D | +13.2% | -15.3% | +28.5% | +11.4% |
| 3M | +10.1% | -21.1% | +31.2% | +8.1% |
| 6M | -13.1% | -44.5% | +31.4% | -16.7% |
| All | -13.1% | -44.1% | +31.0% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling