+30.2%
EXC vs GFS
-23.4%
+53.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.2% |
| 7D | -1.7% | -3.1% | +1.4% | -1.8% |
| 30D | +9.3% | -16.0% | +25.3% | +8.9% |
| 3M | +1.0% | -24.7% | +25.7% | +0.4% |
| 6M | +5.9% | -45.1% | +51.1% | +4.4% |
| YTD | +7.6% | +16.5% | -8.8% | +7.5% |
| 1Y | +2.4% | +19.3% | -16.9% | +2.3% |
| 3Y | +30.2% | -20.0% | +50.2% | +27.2% |
| All | +30.2% | -23.4% | +53.7% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling