-19.4%
GFS vs CAPR
+40.5%
-59.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +1.0% | -2.0% | +3.0% | +1.0% |
| 30D | -8.6% | +139.2% | -147.8% | -10.0% |
| 3M | -46.5% | -66.4% | +19.8% | -46.3% |
| 6M | -4.8% | -63.1% | +58.3% | -4.5% |
| YTD | +29.7% | -67.4% | +97.1% | +30.2% |
| 1Y | +35.8% | +58.2% | -22.4% | +29.3% |
| All | -19.4% | +40.5% | -59.9% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling