-0.8%
GFS vs BRKR
-30.1%
+29.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +3.2% | -9.8% | +13.1% | +6.8% |
| 30D | -9.6% | -6.1% | -3.5% | -7.8% |
| 3M | -38.5% | -2.4% | -36.1% | -39.8% |
| 6M | -1.3% | +46.7% | -48.0% | -19.3% |
| YTD | +31.8% | +14.0% | +17.8% | +18.6% |
| 1Y | +44.6% | +76.5% | -32.0% | +5.8% |
| 3Y | -20.6% | -11.7% | -8.9% | -27.7% |
| All | -0.8% | -30.1% | +29.3% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling