-0.8%
GFS vs BG
+54.7%
-55.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +4.5% | +0.5% | +4.0% | +4.3% |
| 30D | -8.2% | +10.3% | -18.5% | -11.3% |
| 3M | -38.9% | -1.9% | -37.0% | -38.8% |
| 6M | -2.9% | +5.2% | -8.1% | -5.6% |
| YTD | +31.8% | +41.2% | -9.4% | +15.6% |
| 1Y | +43.1% | +50.5% | -7.4% | +21.8% |
| 3Y | -20.6% | +19.9% | -40.6% | -28.3% |
| All | -0.8% | +54.7% | -55.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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