-2.4%
GFS vs A
+0.1%
-2.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +1.0% | -1.9% | +2.9% | +2.1% |
| 30D | -8.6% | +6.9% | -15.5% | -12.0% |
| 3M | -46.5% | +9.2% | -55.8% | -49.4% |
| 6M | -4.8% | +25.7% | -30.5% | -17.8% |
| YTD | +29.7% | +11.5% | +18.1% | +19.9% |
| 1Y | +35.8% | +18.4% | +17.5% | +20.2% |
| 3Y | -18.3% | +26.6% | -44.9% | -34.3% |
| All | -2.4% | +0.1% | -2.5% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling