-10.3%
GFS vs BR
+15.8%
-26.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | +7.4% | +1.1% | +6.3% | +7.0% |
| 30D | -15.3% | +14.4% | -29.6% | -19.7% |
| 3M | -21.1% | +12.4% | -33.5% | -25.1% |
| 6M | -44.5% | +35.4% | -79.9% | -52.5% |
| YTD | +19.2% | -12.2% | +31.4% | +30.7% |
| 1Y | +27.2% | -12.7% | +40.0% | +40.0% |
| 3Y | -20.1% | +14.3% | -34.4% | -32.1% |
| 5Y | -25.6% | +19.3% | -44.9% | -45.4% |
| All | -10.3% | +15.8% | -26.1% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling