+35.8%
GFS vs AS
-21.9%
+57.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.6% |
| 7D | +1.0% | -4.9% | +5.9% | +2.3% |
| 30D | -8.6% | -19.6% | +11.0% | -3.1% |
| 3M | -46.5% | -14.4% | -32.2% | -44.6% |
| 6M | -4.8% | -20.1% | +15.3% | -1.3% |
| YTD | +29.7% | -20.9% | +50.6% | +33.2% |
| 1Y | +35.8% | -21.9% | +57.7% | +41.4% |
| All | +35.8% | -21.9% | +57.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling