-22.1%
GFS vs BDX
-9.6%
-12.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.5% |
| 7D | +2.6% | -4.3% | +6.9% | +3.7% |
| 30D | -16.4% | +1.3% | -17.7% | -16.7% |
| 3M | -41.6% | +20.2% | -61.8% | -45.1% |
| 6M | -3.7% | +8.6% | -12.3% | -5.5% |
| YTD | +29.3% | +19.0% | +10.3% | +22.2% |
| 1Y | +37.1% | +21.2% | +16.0% | +28.3% |
| 3Y | -22.1% | -9.7% | -12.4% | -18.8% |
| All | -22.1% | -9.6% | -12.5% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling