+5.8%
GD vs GFS
+15.5%
-9.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +1.9% | +17.2% | -15.3% | +2.1% |
| 30D | +9.2% | -8.7% | +18.0% | +8.9% |
| 3M | -7.5% | -19.7% | +12.2% | -7.8% |
| 6M | +5.8% | -40.7% | +46.5% | +4.0% |
| YTD | +9.8% | +22.5% | -12.7% | +5.6% |
| 1Y | +5.8% | +25.2% | -19.4% | +1.0% |
| All | +5.8% | +15.5% | -9.7% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling