-7.8%
GFS vs BUD
+46.6%
-54.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +17.2% | -1.6% | +18.8% | +17.7% |
| 30D | -8.7% | +6.7% | -15.4% | -11.3% |
| 3M | -19.7% | +5.9% | -25.5% | -21.9% |
| 6M | -40.7% | +5.1% | -45.8% | -42.7% |
| YTD | +22.5% | +32.9% | -10.3% | +7.2% |
| 1Y | +25.2% | +31.8% | -6.6% | +9.7% |
| 3Y | -17.7% | +47.4% | -65.0% | -33.1% |
| 5Y | -23.5% | +50.8% | -74.3% | -39.0% |
| All | -7.8% | +46.6% | -54.4% | -27.2% |
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