-2.7%
GFS vs BR
+1.5%
-4.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | +2.6% | -5.9% | +8.6% | +5.1% |
| 30D | -16.4% | +1.9% | -18.3% | -17.5% |
| 3M | -41.6% | +14.7% | -56.2% | -45.9% |
| 6M | -3.7% | -12.8% | +9.1% | +3.6% |
| YTD | +29.3% | -23.0% | +52.4% | +49.8% |
| 1Y | +37.1% | -31.7% | +68.8% | +72.9% |
| 3Y | -22.1% | -4.8% | -17.4% | -27.0% |
| All | -2.7% | +1.5% | -4.2% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling