-21.3%
GFS vs ALM
+408.4%
-429.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.6% | -0.3% | -9.1% |
| 7D | -20.7% | -14.5% | -6.2% | -19.6% |
| 30D | -25.2% | -39.0% | +13.8% | -22.3% |
| 3M | -26.3% | -40.3% | +14.0% | -23.5% |
| 6M | -50.7% | -60.3% | +9.6% | -47.7% |
| YTD | +4.5% | -9.8% | +14.3% | +7.0% |
| 1Y | +2.5% | +30.8% | -28.3% | +3.3% |
| 3Y | -30.9% | +772.4% | -803.4% | -38.4% |
| 5Y | -42.6% | +390.7% | -433.4% | -46.4% |
| All | -21.3% | +408.4% | -429.7% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling