-50.7%
GFS vs ALM
-60.3%
+9.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.6% | -0.3% | -6.7% |
| 7D | -20.7% | -14.5% | -6.2% | -16.4% |
| 30D | -25.2% | -39.0% | +13.8% | -13.2% |
| 3M | -26.3% | -40.3% | +14.0% | -16.3% |
| 6M | -50.7% | -60.3% | +9.6% | -36.3% |
| All | -50.7% | -60.3% | +9.7% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling