-7.8%
GFS vs FIVE
+28.1%
-35.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +17.2% | +2.4% | +14.8% | +16.3% |
| 30D | -8.7% | +15.8% | -24.6% | -13.0% |
| 3M | -19.7% | +3.8% | -23.4% | -21.1% |
| 6M | -40.7% | +18.5% | -59.2% | -44.5% |
| YTD | +22.5% | +31.2% | -8.7% | +10.5% |
| 1Y | +25.2% | +61.8% | -36.6% | +5.5% |
| 3Y | -17.7% | +39.9% | -57.5% | -30.8% |
| 5Y | -23.5% | +18.3% | -41.8% | -28.8% |
| All | -7.8% | +28.1% | -35.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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