+407.8%
GE vs GFS
-2.1%
+410.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.2% |
| 7D | -1.2% | +4.5% | -5.7% | -2.1% |
| 30D | -11.3% | -8.2% | -3.1% | -9.9% |
| 3M | -1.4% | -38.9% | +37.5% | +7.4% |
| 6M | +1.2% | -2.9% | +4.1% | -1.6% |
| YTD | +5.9% | +31.8% | -25.8% | -4.5% |
| 1Y | +18.4% | +43.1% | -24.7% | +4.2% |
| 3Y | +271.0% | -20.6% | +291.6% | +258.3% |
| All | +407.8% | -2.1% | +410.0% | +354.4% |
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