-2.7%
GFS vs BBIO
+52.3%
-55.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.6% | -2.4% | +5.0% | +2.9% |
| 30D | -16.4% | -11.5% | -4.9% | -15.2% |
| 3M | -41.6% | +11.0% | -52.6% | -42.4% |
| 6M | -3.7% | +14.4% | -18.1% | -5.4% |
| YTD | +29.3% | -2.3% | +31.6% | +28.9% |
| 1Y | +37.1% | +37.7% | -0.6% | +31.4% |
| 3Y | -22.1% | +163.1% | -185.3% | -31.9% |
| All | -2.7% | +52.3% | -55.0% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling