-2.4%
GFS vs BUD
+40.5%
-42.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -8.6% | -5.7% | -2.9% | -6.7% |
| 3M | -46.5% | +3.1% | -49.7% | -47.6% |
| 6M | -4.8% | +7.9% | -12.7% | -8.8% |
| YTD | +29.7% | +27.3% | +2.3% | +16.0% |
| 1Y | +35.8% | +37.8% | -2.0% | +17.2% |
| 3Y | -18.3% | +49.8% | -68.2% | -34.3% |
| All | -2.4% | +40.5% | -42.9% | -21.2% |
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 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