-32.0%
GFS vs BG
+25.1%
-57.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.3% |
| 7D | -3.1% | +7.4% | -10.5% | -5.3% |
| 30D | -16.0% | -1.5% | -14.5% | -15.8% |
| 3M | -24.7% | -6.1% | -18.6% | -23.9% |
| 6M | -45.1% | -18.0% | -27.1% | -42.2% |
| YTD | +16.5% | +15.6% | +0.8% | +8.3% |
| 1Y | +19.3% | +9.6% | +9.8% | +12.9% |
| 3Y | -20.0% | +6.3% | -26.2% | -25.6% |
| 5Y | -32.0% | +24.6% | -56.6% | -43.3% |
| All | -32.0% | +25.1% | -57.1% | -43.3% |
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