+418.6%
GE vs GFS
-11.4%
+430.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.8% |
| 7D | +2.7% | +7.4% | -4.7% | +1.2% |
| 30D | +8.1% | -15.3% | +23.3% | +11.2% |
| 3M | -7.9% | -21.1% | +13.2% | -4.2% |
| 6M | +12.9% | -44.5% | +57.4% | +23.6% |
| YTD | +8.2% | +19.2% | -11.1% | -1.1% |
| 1Y | +9.7% | +27.2% | -17.6% | -1.4% |
| 3Y | +266.1% | -20.1% | +286.2% | +250.1% |
| 5Y | +407.4% | -25.6% | +433.0% | +369.6% |
| All | +418.6% | -11.4% | +430.0% | +370.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling