-19.9%
GFS vs BR
-1.3%
-18.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.6% |
| 7D | +1.0% | -5.3% | +6.3% | +1.2% |
| 30D | -8.6% | +6.4% | -15.0% | -9.0% |
| 3M | -46.5% | +13.6% | -60.2% | -46.7% |
| 6M | -4.8% | -6.7% | +1.9% | +0.9% |
| YTD | +29.7% | -21.1% | +50.8% | +48.2% |
| 1Y | +35.8% | -29.6% | +65.4% | +65.2% |
| All | -19.9% | -1.3% | -18.6% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling