+2.5%
GFS vs AS
0.0%
+2.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.3% | -7.6% | -9.4% |
| 7D | -20.7% | +7.1% | -27.8% | -21.9% |
| 30D | -25.2% | +12.8% | -38.1% | -27.5% |
| 3M | -26.3% | -14.7% | -11.6% | -23.2% |
| 6M | -50.7% | -9.9% | -40.7% | -49.7% |
| YTD | +4.5% | -16.1% | +20.7% | +4.4% |
| 1Y | +2.5% | +0.2% | +2.3% | -0.9% |
| All | +2.5% | 0.0% | +2.4% | -0.9% |
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