-12.3%
GFS vs BB
-13.0%
+0.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.6% | +3.1% |
| 7D | -3.1% | +15.0% | -18.1% | -7.6% |
| 30D | -16.0% | +3.5% | -19.5% | -17.2% |
| 3M | -24.7% | +2.7% | -27.4% | -26.2% |
| 6M | -45.1% | +44.7% | -89.9% | -52.8% |
| YTD | +16.5% | +143.3% | -126.8% | -16.3% |
| 1Y | +19.3% | +102.2% | -82.9% | -9.3% |
| 3Y | -20.0% | +156.1% | -176.1% | -48.7% |
| 5Y | -32.0% | -17.6% | -14.4% | -32.8% |
| All | -12.3% | -13.0% | +0.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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