-7.3%
GFS vs BDX
+24.9%
-32.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +6.2% | +2.5% | +3.7% | +5.5% |
| 30D | -11.4% | +13.6% | -24.9% | -14.4% |
| 3M | -15.5% | +18.9% | -34.4% | -19.5% |
| 6M | -42.6% | +51.8% | -94.4% | -50.1% |
| YTD | +23.2% | +43.3% | -20.1% | +9.7% |
| 1Y | +23.6% | +48.0% | -24.4% | +8.6% |
| 3Y | -17.2% | +23.7% | -40.9% | -22.8% |
| 5Y | -23.4% | +24.9% | -48.3% | -25.6% |
| All | -7.3% | +24.9% | -32.2% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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