-16.4%
GFS vs CAPR
+133.8%
-150.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.6% | +6.1% |
| 7D | -7.8% | +41.1% | -48.9% | -8.5% |
| 30D | -19.7% | +11.1% | -30.8% | -19.9% |
| 3M | -23.1% | +115.3% | -138.4% | -24.7% |
| 6M | -46.4% | -73.8% | +27.4% | -45.8% |
| YTD | +11.0% | -68.8% | +79.8% | +11.7% |
| 1Y | +12.6% | +43.3% | -30.7% | +5.2% |
| 3Y | -24.9% | +214.7% | -239.6% | -41.3% |
| 5Y | -39.1% | +141.3% | -180.4% | -50.9% |
| All | -16.4% | +133.8% | -150.2% | -32.1% |
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