-12.1%
GFS vs A
+18.2%
-30.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +1.0% |
| 7D | -5.3% | +1.4% | -6.7% | -5.8% |
| 30D | -15.8% | +4.3% | -20.1% | -17.3% |
| 3M | -18.6% | +19.8% | -38.4% | -26.2% |
| 6M | -45.0% | +54.4% | -99.4% | -57.4% |
| YTD | +16.8% | +31.7% | -14.9% | -1.1% |
| 1Y | +17.8% | +22.4% | -4.7% | +4.0% |
| 3Y | -21.5% | +67.7% | -89.2% | -46.5% |
| 5Y | -29.3% | +15.7% | -45.1% | -44.5% |
| All | -12.1% | +18.2% | -30.3% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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