-50.7%
GFS vs CAPR
-74.5%
+23.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.6% | -6.3% | -9.7% |
| 7D | -20.7% | +29.7% | -50.4% | -21.5% |
| 30D | -25.2% | +11.0% | -36.2% | -25.6% |
| 3M | -26.3% | +118.8% | -145.1% | -29.4% |
| 6M | -50.7% | -73.9% | +23.2% | -42.5% |
| All | -50.7% | -74.5% | +23.8% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling