+43.5%
F vs GFS
-27.1%
+70.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -2.1% |
| 7D | +1.6% | -7.8% | +9.4% | +3.1% |
| 30D | +2.6% | -19.7% | +22.3% | +7.1% |
| 3M | -8.8% | -23.1% | +14.3% | -4.3% |
| 6M | +4.6% | -46.4% | +51.0% | +17.8% |
| YTD | -1.9% | +11.0% | -12.9% | -11.6% |
| 1Y | -0.8% | +12.6% | -13.4% | -11.2% |
| 3Y | +43.5% | -24.9% | +68.4% | +39.0% |
| All | +43.5% | -27.1% | +70.6% | +39.0% |
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