-12.1%
GFS vs ALM
+420.5%
-432.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.9% |
| 7D | -5.3% | -6.3% | +1.0% | -4.8% |
| 30D | -15.8% | -31.4% | +15.6% | -13.3% |
| 3M | -18.6% | -40.6% | +21.9% | -15.5% |
| 6M | -45.0% | -58.6% | +13.7% | -41.8% |
| YTD | +16.8% | -7.6% | +24.4% | +19.3% |
| 1Y | +17.8% | +13.8% | +3.9% | +19.2% |
| 3Y | -21.5% | +842.1% | -863.7% | -30.4% |
| 5Y | -29.3% | +407.4% | -436.7% | -34.2% |
| All | -12.1% | +420.5% | -432.7% | -18.1% |
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