-24.9%
GFS vs BR
+13.3%
-38.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.1% |
| 7D | -7.8% | +6.5% | -14.3% | -7.4% |
| 30D | -19.7% | +18.9% | -38.6% | -19.1% |
| 3M | -23.1% | +16.3% | -39.4% | -22.8% |
| 6M | -46.4% | +26.2% | -72.6% | -46.1% |
| YTD | +11.0% | -13.1% | +24.1% | +27.6% |
| 1Y | +12.6% | -10.5% | +23.1% | +27.2% |
| 3Y | -24.9% | +13.3% | -38.3% | -33.8% |
| All | -24.9% | +13.3% | -38.2% | -33.8% |
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