-12.1%
GFS vs FIVE
+31.4%
-43.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.3% | +7.3% | -12.6% | -7.5% |
| 30D | -15.8% | +18.1% | -33.9% | -20.2% |
| 3M | -18.6% | +7.7% | -26.3% | -21.0% |
| 6M | -45.0% | +13.6% | -58.6% | -47.8% |
| YTD | +16.8% | +34.6% | -17.8% | +4.5% |
| 1Y | +17.8% | +66.2% | -48.5% | -1.6% |
| 3Y | -21.5% | +43.5% | -65.0% | -34.6% |
| 5Y | -29.3% | +20.7% | -50.0% | -34.3% |
| All | -12.1% | +31.4% | -43.5% | -24.7% |
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