-29.3%
GFS vs COMP
+309.8%
-339.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -8.2% | -1.7% | -8.7% |
| 7D | -20.7% | -1.8% | -18.9% | -20.5% |
| 30D | -25.2% | -0.8% | -24.5% | -25.3% |
| 3M | -26.3% | -28.1% | +1.8% | -23.1% |
| 6M | -50.7% | +27.0% | -77.7% | -53.1% |
| YTD | +4.5% | -12.8% | +17.3% | +3.0% |
| 1Y | +2.5% | +4.9% | -2.4% | -2.0% |
| All | -29.3% | +309.8% | -339.1% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling