+95.8%
GD vs GFS
-3.7%
+99.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.9% |
| 7D | -5.3% | +1.0% | -6.3% | -5.3% |
| 30D | -6.4% | -8.6% | +2.2% | -6.0% |
| 3M | +5.7% | -46.5% | +52.2% | +9.6% |
| 6M | -0.9% | -4.8% | +3.9% | -2.3% |
| YTD | +8.2% | +29.7% | -21.5% | +3.5% |
| 1Y | +13.4% | +35.8% | -22.4% | +7.9% |
| 3Y | +68.5% | -18.3% | +86.8% | +64.0% |
| All | +95.8% | -3.7% | +99.5% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling