+405.9%
GE vs GFS
-23.1%
+429.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.4% |
| 7D | +5.1% | +17.2% | -12.1% | +1.9% |
| 30D | +7.6% | -8.7% | +16.3% | +9.1% |
| 3M | -9.3% | -19.7% | +10.4% | -5.9% |
| 6M | +11.5% | -40.7% | +52.2% | +20.6% |
| YTD | +7.9% | +22.5% | -14.7% | -2.1% |
| 1Y | +7.6% | +25.2% | -17.6% | -3.0% |
| 3Y | +265.9% | -17.7% | +283.5% | +247.3% |
| 5Y | +405.9% | -23.5% | +429.5% | +368.2% |
| All | +405.9% | -23.1% | +429.0% | +368.2% |
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 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