+1.3%
GFS vs BBIO
+47.6%
-46.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +3.8% | -3.2% | +7.1% | +4.2% |
| 30D | -11.7% | -13.6% | +1.9% | -10.3% |
| 3M | -41.8% | +7.2% | -49.0% | -42.3% |
| 6M | +6.6% | +1.5% | +5.2% | +6.2% |
| YTD | +34.6% | -5.3% | +39.9% | +34.7% |
| 1Y | +46.2% | +37.7% | +8.4% | +40.1% |
| 3Y | -20.3% | +153.9% | -174.2% | -30.1% |
| All | +1.3% | +47.6% | -46.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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