+37.5%
GFS vs BB
+98.5%
-61.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | -5.6% | +6.6% | +3.1% |
| 30D | -8.6% | -11.8% | +3.2% | -4.5% |
| 3M | -46.5% | -25.5% | -21.0% | -41.0% |
| 6M | -4.8% | +121.3% | -126.1% | -27.0% |
| YTD | +29.7% | +103.2% | -73.5% | +1.8% |
| All | +37.5% | +98.5% | -61.0% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling