-20.3%
GFS vs BRKR
-11.8%
-8.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +3.8% | -8.7% | +12.5% | +6.3% |
| 30D | -11.7% | -9.9% | -1.9% | -9.3% |
| 3M | -41.8% | -3.1% | -38.7% | -42.7% |
| 6M | +6.6% | +45.5% | -38.9% | -9.1% |
| YTD | +34.6% | +13.7% | +21.0% | +23.9% |
| 1Y | +46.2% | +67.4% | -21.3% | +15.9% |
| 3Y | -20.3% | -13.2% | -7.1% | -30.3% |
| All | -20.3% | -11.8% | -8.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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