+27.2%
GFS vs ALM
+19.0%
+8.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.4% | -4.3% |
| 7D | +7.4% | +1.2% | +6.1% | +6.9% |
| 30D | -15.3% | -19.3% | +4.1% | -11.6% |
| 3M | -21.1% | -40.6% | +19.6% | -13.8% |
| 6M | -44.5% | -57.9% | +13.4% | -36.6% |
| YTD | +19.2% | -6.7% | +25.9% | +32.3% |
| 1Y | +27.2% | +20.2% | +7.1% | +39.9% |
| All | +27.2% | +19.0% | +8.3% | +39.9% |
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