+13.2%
F vs GFS
-3.9%
+17.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.2% |
| 7D | +1.2% | +2.6% | -1.5% | +0.4% |
| 30D | +1.2% | -16.4% | +17.6% | +6.6% |
| 3M | -5.7% | -41.6% | +35.9% | +9.6% |
| 6M | +17.9% | -3.7% | +21.6% | +13.7% |
| YTD | +10.4% | +29.3% | -18.9% | -5.1% |
| 1Y | +25.3% | +37.1% | -11.8% | +4.7% |
| 3Y | +37.5% | -22.1% | +59.6% | +34.2% |
| All | +13.2% | -3.9% | +17.2% | -0.8% |
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 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