+2.5%
GFS vs COMP
+11.9%
-9.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -8.2% | -1.7% | -8.8% |
| 7D | -20.7% | -1.8% | -18.9% | -20.4% |
| 30D | -25.2% | -0.8% | -24.5% | -25.2% |
| 3M | -26.3% | -28.1% | +1.8% | -23.7% |
| 6M | -50.7% | +27.0% | -77.7% | -52.6% |
| YTD | +4.5% | -12.8% | +17.3% | -7.4% |
| 1Y | +2.5% | +4.9% | -2.4% | -15.6% |
| All | +2.5% | +11.9% | -9.4% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling