+12.6%
GFS vs ALM
+31.8%
-19.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.8% |
| 7D | -7.8% | -6.7% | -1.2% | -6.4% |
| 30D | -19.7% | -32.9% | +13.2% | -13.3% |
| 3M | -23.1% | -39.5% | +16.4% | -16.2% |
| 6M | -46.4% | -62.0% | +15.6% | -38.4% |
| YTD | +11.0% | -7.8% | +18.9% | +23.0% |
| 1Y | +12.6% | +26.7% | -14.0% | +22.4% |
| All | +12.6% | +31.8% | -19.2% | +22.4% |
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