-0.8%
GFS vs BDX
+4.7%
-5.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +4.5% | -3.6% | +8.1% | +5.5% |
| 30D | -8.2% | +0.7% | -8.9% | -8.4% |
| 3M | -38.9% | +19.0% | -57.8% | -42.5% |
| 6M | -2.9% | +10.8% | -13.7% | -6.2% |
| YTD | +31.8% | +20.1% | +11.6% | +23.3% |
| 1Y | +43.1% | +23.1% | +20.1% | +32.4% |
| 3Y | -20.6% | -8.8% | -11.8% | -18.7% |
| All | -0.8% | +4.7% | -5.5% | +1.7% |
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