-10.3%
GFS vs ALM
+425.7%
-435.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.4% | -3.3% |
| 7D | +7.4% | +1.2% | +6.1% | +7.2% |
| 30D | -15.3% | -19.3% | +4.1% | -13.8% |
| 3M | -21.1% | -40.6% | +19.6% | -18.1% |
| 6M | -44.5% | -57.9% | +13.4% | -41.3% |
| YTD | +19.2% | -6.7% | +25.9% | +21.6% |
| 1Y | +27.2% | +20.2% | +7.1% | +28.4% |
| 3Y | -20.1% | +879.4% | -899.6% | -29.4% |
| 5Y | -25.6% | +415.3% | -440.9% | -30.8% |
| All | -10.3% | +425.7% | -435.9% | -16.5% |
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