+6.1%
GD vs GFS
+24.3%
-18.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | 0.0% |
| 7D | +0.6% | +6.2% | -5.6% | +0.7% |
| 30D | +9.5% | -11.4% | +20.8% | +9.1% |
| 3M | -5.8% | -15.5% | +9.6% | -6.1% |
| 6M | +7.7% | -42.6% | +50.4% | +6.0% |
| YTD | +11.1% | +23.2% | -12.1% | +6.5% |
| 1Y | +6.1% | +23.6% | -17.5% | +1.2% |
| All | +6.1% | +24.3% | -18.2% | +1.2% |
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 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