-16.4%
GFS vs BB
-17.5%
+1.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +4.7% |
| 7D | -7.8% | +3.8% | -11.6% | -9.1% |
| 30D | -19.7% | -0.3% | -19.3% | -19.8% |
| 3M | -23.1% | -0.5% | -22.7% | -23.9% |
| 6M | -46.4% | +45.9% | -92.3% | -54.0% |
| YTD | +11.0% | +130.6% | -119.6% | -18.8% |
| 1Y | +12.6% | +89.2% | -76.5% | -12.5% |
| 3Y | -24.9% | +137.5% | -162.4% | -50.6% |
| 5Y | -39.1% | -20.9% | -18.2% | -39.0% |
| All | -16.4% | -17.5% | +1.1% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling