-2.7%
GFS vs BG
+55.2%
-57.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.6% | -1.6% |
| 7D | +2.6% | +2.4% | +0.3% | +1.8% |
| 30D | -16.4% | +15.0% | -31.4% | -20.4% |
| 3M | -41.6% | -0.7% | -40.9% | -41.8% |
| 6M | -3.7% | +7.5% | -11.2% | -7.1% |
| YTD | +29.3% | +41.6% | -12.3% | +13.3% |
| 1Y | +37.1% | +50.7% | -13.5% | +16.6% |
| 3Y | -22.1% | +20.3% | -42.4% | -29.7% |
| All | -2.7% | +55.2% | -57.9% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling