-16.4%
GFS vs BUD
+46.8%
-63.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.7% |
| 7D | -7.8% | +4.5% | -12.3% | -9.4% |
| 30D | -19.7% | +12.5% | -32.2% | -23.4% |
| 3M | -23.1% | 0.0% | -23.1% | -23.7% |
| 6M | -46.4% | +3.8% | -50.2% | -47.9% |
| YTD | +11.0% | +33.1% | -22.0% | -2.9% |
| 1Y | +12.6% | +35.5% | -22.9% | -2.3% |
| 3Y | -24.9% | +49.4% | -74.3% | -39.4% |
| 5Y | -39.1% | +48.0% | -87.1% | -51.6% |
| All | -16.4% | +46.8% | -63.2% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling