-12.3%
GFS vs ALM
+461.2%
-473.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +4.2% |
| 7D | -3.1% | +0.7% | -3.9% | -3.2% |
| 30D | -16.0% | -26.1% | +10.1% | -14.0% |
| 3M | -24.7% | -38.1% | +13.4% | -22.1% |
| 6M | -45.1% | -55.4% | +10.3% | -42.3% |
| YTD | +16.5% | -0.4% | +16.9% | +18.2% |
| 1Y | +19.3% | +25.4% | -6.0% | +19.9% |
| 3Y | -20.0% | +907.8% | -927.7% | -29.4% |
| 5Y | -32.0% | +440.2% | -472.2% | -37.1% |
| All | -12.3% | +461.2% | -473.5% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling