-20.0%
GFS vs CAPR
+242.0%
-262.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.6% | +4.8% |
| 7D | -3.1% | +36.0% | -39.2% | -3.6% |
| 30D | -16.0% | +25.8% | -41.8% | -16.4% |
| 3M | -24.7% | +140.8% | -165.5% | -25.9% |
| 6M | -45.1% | -67.6% | +22.4% | -44.9% |
| YTD | +16.5% | -65.9% | +82.3% | +16.7% |
| 1Y | +19.3% | +66.1% | -46.8% | +13.8% |
| 3Y | -20.0% | +256.9% | -276.8% | -30.5% |
| All | -20.0% | +242.0% | -262.0% | -30.5% |
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