-7.8%
GFS vs CAPR
+166.0%
-173.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.4% |
| 7D | +17.2% | +19.1% | -1.9% | +16.7% |
| 30D | -8.7% | +48.8% | -57.6% | -9.6% |
| 3M | -19.7% | +144.4% | -164.0% | -21.5% |
| 6M | -40.7% | -67.5% | +26.8% | -40.3% |
| YTD | +22.5% | -64.5% | +87.1% | +22.8% |
| 1Y | +25.2% | +74.4% | -49.2% | +16.2% |
| 3Y | -17.7% | +265.7% | -283.4% | -36.0% |
| 5Y | -23.5% | +196.0% | -219.5% | -40.9% |
| All | -7.8% | +166.0% | -173.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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