-2.4%
GFS vs BB
-27.4%
+24.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | -5.6% | +6.6% | +3.0% |
| 30D | -8.6% | -11.8% | +3.2% | -4.8% |
| 3M | -46.5% | -25.5% | -21.0% | -41.7% |
| 6M | -4.8% | +121.3% | -126.1% | -28.5% |
| YTD | +29.7% | +103.2% | -73.5% | -0.1% |
| 1Y | +35.8% | +102.6% | -66.8% | +3.9% |
| 3Y | -18.3% | +37.5% | -55.8% | -34.0% |
| All | -2.4% | -27.4% | +24.9% | +2.0% |
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 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