-21.3%
GFS vs AS
+131.9%
-153.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.1% |
| 7D | +6.2% | -3.0% | +9.2% | +7.1% |
| 30D | -11.4% | +9.6% | -20.9% | -13.7% |
| 3M | -15.5% | -8.2% | -7.3% | -13.9% |
| 6M | -42.6% | -9.9% | -32.7% | -41.5% |
| YTD | +23.2% | -16.8% | +40.0% | +27.1% |
| 1Y | +23.6% | +3.0% | +20.6% | +19.8% |
| All | -21.3% | +131.9% | -153.2% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling