+17.7%
GFS vs ALM
+44.8%
-27.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.2% |
| 7D | -12.5% | -6.4% | -6.1% | -11.3% |
| 30D | -16.9% | -35.0% | +18.1% | -10.2% |
| 3M | -22.3% | -33.8% | +11.6% | -17.0% |
| 6M | -40.2% | -55.0% | +14.8% | -33.1% |
| YTD | +16.0% | -0.2% | +16.2% | +27.6% |
| 1Y | +17.7% | +41.8% | -24.1% | +28.3% |
| All | +17.7% | +44.8% | -27.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling