+17.7%
GFS vs BR
-14.2%
+31.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.0% | -9.0% | -4.1% |
| 7D | -12.5% | +7.0% | -19.5% | -8.7% |
| 30D | -16.9% | +19.0% | -35.9% | -7.7% |
| 3M | -22.3% | +13.1% | -35.3% | -15.4% |
| 6M | -40.2% | +24.6% | -64.9% | -28.7% |
| YTD | +16.0% | -13.6% | +29.6% | +21.4% |
| 1Y | +17.7% | -13.1% | +30.8% | +24.2% |
| All | +17.7% | -14.2% | +31.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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