+35.8%
GFS vs BOXX
+4.0%
+31.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | -8.6% | +0.4% | -9.0% | -9.4% |
| 3M | -46.5% | +1.0% | -47.6% | -48.3% |
| 6M | -4.8% | +2.0% | -6.8% | -17.8% |
| YTD | +29.7% | +2.6% | +27.0% | +3.0% |
| 1Y | +35.8% | +4.1% | +31.8% | +37.0% |
| All | +35.8% | +4.0% | +31.8% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling