-20.3%
GFS vs BBIO
+154.4%
-174.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +3.8% | -3.2% | +7.1% | +4.5% |
| 30D | -11.7% | -13.6% | +1.9% | -9.2% |
| 3M | -41.8% | +7.2% | -49.0% | -42.8% |
| 6M | +6.6% | +1.5% | +5.2% | +5.8% |
| YTD | +34.6% | -5.3% | +39.9% | +34.6% |
| 1Y | +46.2% | +37.7% | +8.4% | +35.5% |
| 3Y | -20.3% | +153.9% | -174.2% | -38.4% |
| All | -20.3% | +154.4% | -174.8% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling