-23.5%
GFS vs A
+12.3%
-35.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.7% |
| 7D | +17.2% | +0.7% | +16.5% | +16.8% |
| 30D | -8.7% | +0.8% | -9.6% | -8.8% |
| 3M | -19.7% | +16.9% | -36.5% | -26.2% |
| 6M | -40.7% | +53.8% | -94.5% | -54.1% |
| YTD | +22.5% | +28.1% | -5.6% | +5.1% |
| 1Y | +25.2% | +15.0% | +10.2% | +14.6% |
| 3Y | -17.7% | +63.1% | -80.8% | -43.4% |
| 5Y | -23.5% | +11.5% | -35.0% | -37.8% |
| All | -23.5% | +12.3% | -35.8% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling