-16.4%
GFS vs AR
+82.7%
-99.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.4% |
| 7D | -7.8% | -14.3% | +6.4% | -5.1% |
| 30D | -19.7% | +1.4% | -21.1% | -20.0% |
| 3M | -23.1% | +3.4% | -26.5% | -24.1% |
| 6M | -46.4% | -2.1% | -44.3% | -46.8% |
| YTD | +11.0% | +4.7% | +6.3% | +7.5% |
| 1Y | +12.6% | +10.6% | +2.1% | +7.5% |
| 3Y | -24.9% | +24.6% | -49.5% | -32.5% |
| 5Y | -39.1% | +71.9% | -111.0% | -47.0% |
| All | -16.4% | +82.7% | -99.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling