+12.6%
GFS vs BUD
+36.0%
-23.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.1% |
| 7D | -7.8% | +4.5% | -12.3% | -7.8% |
| 30D | -19.7% | +12.5% | -32.2% | -20.5% |
| 3M | -23.1% | 0.0% | -23.1% | -22.7% |
| 6M | -46.4% | +3.8% | -50.2% | -46.7% |
| YTD | +11.0% | +33.1% | -22.0% | +4.4% |
| 1Y | +12.6% | +35.5% | -22.9% | +6.2% |
| All | +12.6% | +36.0% | -23.3% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling