-21.3%
GFS vs BUD
+49.0%
-70.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.8% | -11.7% | -10.4% |
| 7D | -20.7% | +7.1% | -27.8% | -22.7% |
| 30D | -25.2% | +12.7% | -37.9% | -28.7% |
| 3M | -26.3% | 0.0% | -26.3% | -26.8% |
| 6M | -50.7% | +7.6% | -58.3% | -52.7% |
| YTD | +4.5% | +35.0% | -30.5% | -8.9% |
| 1Y | +2.5% | +37.6% | -35.1% | -11.6% |
| 3Y | -30.9% | +51.5% | -82.5% | -44.5% |
| 5Y | -42.6% | +50.2% | -92.9% | -54.6% |
| All | -21.3% | +49.0% | -70.3% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling