-0.8%
GFS vs BR
+1.2%
-2.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +4.5% | -5.0% | +9.5% | +6.6% |
| 30D | -8.2% | -2.5% | -5.7% | -7.6% |
| 3M | -38.9% | +13.5% | -52.3% | -43.1% |
| 6M | -2.9% | -9.4% | +6.5% | +2.1% |
| YTD | +31.8% | -23.3% | +55.1% | +52.9% |
| 1Y | +43.1% | -31.6% | +74.7% | +80.1% |
| 3Y | -20.6% | -5.1% | -15.6% | -25.5% |
| All | -0.8% | +1.2% | -2.0% | -23.4% |
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