+23.6%
GFS vs BDX
+53.1%
-29.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.8% |
| 7D | +6.2% | +2.5% | +3.7% | +7.1% |
| 30D | -11.4% | +13.6% | -24.9% | -8.1% |
| 3M | -15.5% | +18.9% | -34.4% | -11.2% |
| 6M | -42.6% | +51.8% | -94.4% | -38.6% |
| YTD | +23.2% | +43.3% | -20.1% | +41.5% |
| 1Y | +23.6% | +48.0% | -24.4% | +42.4% |
| All | +23.6% | +53.1% | -29.5% | +42.4% |
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