-13.6%
GFS vs BOXX
+18.4%
-32.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.6% | 0.0% | +2.6% | +2.7% |
| 30D | -16.4% | +0.3% | -16.7% | -15.9% |
| 3M | -41.6% | +1.0% | -42.6% | -40.4% |
| 6M | -3.7% | +1.9% | -5.6% | -1.0% |
| YTD | +29.3% | +2.6% | +26.7% | +34.2% |
| 1Y | +37.1% | +4.0% | +33.1% | +47.7% |
| 3Y | -22.1% | +14.6% | -36.7% | +36.6% |
| All | -13.6% | +18.4% | -32.1% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling