-7.3%
GFS vs CAPR
+191.4%
-198.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +26.5% | -21.0% | +4.9% |
| 7D | +6.2% | +25.8% | -19.6% | +5.7% |
| 30D | -11.4% | +50.2% | -61.6% | -12.2% |
| 3M | -15.5% | +185.5% | -201.0% | -17.7% |
| 6M | -42.6% | -64.8% | +22.2% | -42.4% |
| YTD | +23.2% | -61.1% | +84.3% | +23.3% |
| 1Y | +23.6% | +81.0% | -57.4% | +14.8% |
| 3Y | -17.2% | +300.7% | -317.9% | -35.8% |
| 5Y | -23.4% | +223.3% | -246.8% | -40.8% |
| All | -7.3% | +191.4% | -198.7% | -25.0% |
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