-16.4%
GFS vs COMP
-21.5%
+5.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.7% | -4.5% | +4.4% |
| 7D | -7.8% | +13.4% | -21.3% | -9.8% |
| 30D | -19.7% | +11.1% | -30.8% | -21.2% |
| 3M | -23.1% | -18.8% | -4.3% | -20.8% |
| 6M | -46.4% | +10.5% | -56.9% | -48.0% |
| YTD | +11.0% | -3.4% | +14.4% | +7.9% |
| 1Y | +12.6% | +19.7% | -7.0% | +5.4% |
| 3Y | -24.9% | +381.6% | -406.6% | -48.9% |
| 5Y | -39.1% | -17.6% | -21.5% | -34.4% |
| All | -16.4% | -21.5% | +5.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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