-28.2%
GFS vs AR
+99.2%
-127.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +17.2% | +6.4% | +10.8% | +15.8% |
| 30D | -8.7% | +3.1% | -11.9% | -9.4% |
| 3M | -19.7% | +3.3% | -22.9% | -20.5% |
| 6M | -40.7% | +6.6% | -47.2% | -42.1% |
| YTD | +22.5% | +12.3% | +10.2% | +17.2% |
| 1Y | +25.2% | +12.3% | +12.9% | +19.6% |
| 3Y | -17.7% | +50.4% | -68.1% | -28.7% |
| All | -28.2% | +99.2% | -127.4% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling