-2.4%
GFS vs BG
+48.7%
-51.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +1.0% | +2.8% | -1.8% | 0.0% |
| 30D | -8.6% | +12.0% | -20.6% | -12.3% |
| 3M | -46.5% | -7.7% | -38.8% | -45.4% |
| 6M | -4.8% | +4.5% | -9.3% | -7.4% |
| YTD | +29.7% | +35.7% | -6.0% | +15.2% |
| 1Y | +35.8% | +50.1% | -14.2% | +15.4% |
| 3Y | -18.3% | +12.6% | -30.9% | -24.5% |
| All | -2.4% | +48.7% | -51.1% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling