-24.9%
GFS vs A
+64.2%
-89.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.4% |
| 7D | -7.8% | -0.1% | -7.8% | -7.7% |
| 30D | -19.7% | +3.4% | -23.0% | -20.5% |
| 3M | -23.1% | +23.8% | -46.9% | -29.8% |
| 6M | -46.4% | +49.0% | -95.4% | -55.5% |
| YTD | +11.0% | +29.4% | -18.4% | -1.3% |
| 1Y | +12.6% | +19.4% | -6.7% | +4.2% |
| 3Y | -24.9% | +66.2% | -91.1% | -41.6% |
| All | -24.9% | +64.2% | -89.2% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling