-25.9%
GFS vs AS
+139.2%
-165.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.1% | -11.1% | -7.3% |
| 7D | -12.5% | +13.8% | -26.3% | -15.7% |
| 30D | -16.9% | +16.7% | -33.6% | -20.6% |
| 3M | -22.3% | -11.5% | -10.7% | -20.0% |
| 6M | -40.2% | -5.5% | -34.7% | -39.9% |
| YTD | +16.0% | -14.2% | +30.2% | +18.6% |
| 1Y | +17.7% | +2.1% | +15.6% | +14.3% |
| All | -25.9% | +139.2% | -165.1% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling