+17.5%
GFS vs BB
+100.0%
-82.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.6% | +3.0% |
| 7D | -3.1% | +15.0% | -18.1% | -7.6% |
| 30D | -16.0% | +3.5% | -19.5% | -17.0% |
| 3M | -24.7% | +2.7% | -27.4% | -26.0% |
| 6M | -45.1% | +44.7% | -89.9% | -51.3% |
| YTD | +16.5% | +143.3% | -126.8% | -10.5% |
| All | +17.5% | +100.0% | -82.5% | -4.0% |
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