-19.4%
GFS vs A
+26.9%
-46.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +1.0% | -1.9% | +2.9% | +1.8% |
| 30D | -8.6% | +6.9% | -15.5% | -11.3% |
| 3M | -46.5% | +9.2% | -55.8% | -48.7% |
| 6M | -4.8% | +25.7% | -30.5% | -15.2% |
| YTD | +29.7% | +11.5% | +18.1% | +22.5% |
| 1Y | +35.8% | +18.4% | +17.5% | +23.7% |
| All | -19.4% | +26.9% | -46.3% | -37.3% |
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