-2.4%
GFS vs ALM
+1,023.6%
-1,026.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +1.0% | -2.6% | +3.6% | +1.2% |
| 30D | -8.6% | +32.0% | -40.6% | -10.5% |
| 3M | -46.5% | -15.0% | -31.5% | -46.4% |
| 6M | -4.8% | -10.1% | +5.3% | -5.3% |
| YTD | +29.7% | +99.4% | -69.8% | +25.1% |
| 1Y | +35.8% | +316.4% | -280.5% | +27.5% |
| 3Y | -18.3% | +2,022.0% | -2,040.3% | -32.1% |
| All | -2.4% | +1,023.6% | -1,026.0% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling