-16.4%
GFS vs ALM
+419.3%
-435.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +6.0% |
| 7D | -7.8% | -6.7% | -1.2% | -7.3% |
| 30D | -19.7% | -32.9% | +13.2% | -17.1% |
| 3M | -23.1% | -39.5% | +16.4% | -20.3% |
| 6M | -46.4% | -62.0% | +15.6% | -43.1% |
| YTD | +11.0% | -7.8% | +18.9% | +13.4% |
| 1Y | +12.6% | +26.7% | -14.0% | +13.6% |
| 3Y | -24.9% | +825.4% | -850.3% | -33.4% |
| 5Y | -39.1% | +401.2% | -440.3% | -43.2% |
| All | -16.4% | +419.3% | -435.7% | -22.1% |
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 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