+273.3%
GE vs GFS
-22.9%
+296.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.2% | +2.6% | -1.5% | +0.7% |
| 30D | -9.5% | -16.4% | +6.9% | -7.1% |
| 3M | +4.1% | -41.6% | +45.7% | +12.3% |
| 6M | +3.9% | -3.7% | +7.6% | +0.9% |
| YTD | +9.0% | +29.3% | -20.3% | -0.6% |
| 1Y | +21.9% | +37.1% | -15.2% | +9.3% |
| All | +273.3% | -22.9% | +296.2% | +262.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling