+17.2%
GFS vs BR
-11.8%
+29.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.5% |
| 7D | -5.3% | +5.0% | -10.3% | -2.1% |
| 30D | -15.8% | +16.6% | -32.4% | -7.2% |
| 3M | -18.6% | +12.0% | -30.6% | -11.7% |
| 6M | -45.0% | +30.7% | -75.7% | -32.9% |
| YTD | +16.8% | -11.9% | +28.7% | +24.7% |
| All | +17.2% | -11.8% | +29.0% | +26.3% |
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