+93.8%
GD vs GFS
-38.3%
+132.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.9% | -1.0% |
| 7D | -5.0% | -7.8% | +2.9% | -4.5% |
| 30D | +8.9% | -19.7% | +28.6% | +10.3% |
| 3M | -8.0% | -23.1% | +15.1% | -6.8% |
| 6M | +2.9% | -46.4% | +49.3% | +6.1% |
| YTD | +7.1% | +11.0% | -4.0% | +3.0% |
| 1Y | +5.9% | +12.6% | -6.7% | +1.7% |
| 3Y | +53.9% | -24.9% | +78.8% | +50.0% |
| All | +93.8% | -38.3% | +132.1% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling