+43.1%
GFS vs BDX
+22.7%
+20.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +2.0% |
| 7D | +4.5% | -3.6% | +8.1% | +4.0% |
| 30D | -8.2% | +0.7% | -8.9% | -8.0% |
| 3M | -38.9% | +19.0% | -57.8% | -37.5% |
| 6M | -2.9% | +10.8% | -13.7% | +4.2% |
| YTD | +31.8% | +20.1% | +11.6% | +39.4% |
| 1Y | +43.1% | +23.1% | +20.1% | +53.7% |
| All | +43.1% | +22.7% | +20.4% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling