+12.6%
GFS vs AS
+0.9%
+11.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.1% |
| 7D | -7.8% | +6.9% | -14.8% | -9.2% |
| 30D | -19.7% | +16.0% | -35.7% | -22.5% |
| 3M | -23.1% | -12.8% | -10.3% | -20.5% |
| 6M | -46.4% | -15.4% | -31.0% | -44.3% |
| YTD | +11.0% | -15.7% | +26.8% | +10.4% |
| 1Y | +12.6% | +6.1% | +6.6% | +11.2% |
| All | +12.6% | +0.9% | +11.7% | +11.2% |
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