-40.7%
GFS vs BDX
+50.9%
-91.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.1% |
| 7D | +17.2% | +1.0% | +16.2% | +18.1% |
| 30D | -8.7% | +15.1% | -23.9% | +2.6% |
| 3M | -19.7% | +18.2% | -37.9% | -7.4% |
| 6M | -40.7% | +48.1% | -88.8% | -12.4% |
| All | -40.7% | +50.9% | -91.5% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling