+46.0%
F vs GFS
-19.0%
+65.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.7% |
| 7D | -3.1% | +7.4% | -10.5% | -4.7% |
| 30D | 0.0% | -15.3% | +15.3% | +3.2% |
| 3M | -13.2% | -21.1% | +7.9% | -9.3% |
| 6M | -10.2% | -44.5% | +34.3% | +0.4% |
| YTD | -4.9% | +19.2% | -24.2% | -15.7% |
| 1Y | -6.1% | +27.2% | -33.3% | -18.5% |
| 3Y | +46.0% | -20.1% | +66.1% | +40.0% |
| All | +46.0% | -19.0% | +65.0% | +40.0% |
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