-2.7%
GFS vs BB
-25.8%
+23.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | -16.4% | -12.4% | -4.0% | -12.8% |
| 3M | -41.6% | -15.3% | -26.3% | -39.1% |
| 6M | -3.7% | +128.8% | -132.5% | -28.5% |
| YTD | +29.3% | +107.7% | -78.3% | -1.1% |
| 1Y | +37.1% | +103.9% | -66.8% | +4.7% |
| 3Y | -22.1% | +72.6% | -94.7% | -42.3% |
| All | -2.7% | -25.8% | +23.1% | +0.9% |
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