-23.7%
GFS vs BG
+3.3%
-27.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.1% |
| 7D | -7.8% | +2.5% | -10.4% | -8.4% |
| 30D | -19.7% | -6.1% | -13.6% | -18.6% |
| 3M | -23.1% | -8.5% | -14.6% | -22.1% |
| 6M | -46.4% | -20.4% | -26.0% | -43.5% |
| YTD | +11.0% | +13.3% | -2.2% | +4.6% |
| 1Y | +12.6% | +7.3% | +5.4% | +7.7% |
| All | -23.7% | +3.3% | -27.0% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling