-16.4%
GFS vs FIVE
+24.5%
-40.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | -7.8% | -0.3% | -7.6% | -7.9% |
| 30D | -19.7% | +17.7% | -37.3% | -23.8% |
| 3M | -23.1% | +4.0% | -27.1% | -24.5% |
| 6M | -46.4% | +2.6% | -49.0% | -47.5% |
| YTD | +11.0% | +27.6% | -16.5% | +1.1% |
| 1Y | +12.6% | +59.9% | -47.3% | -4.8% |
| 3Y | -24.9% | +35.8% | -60.7% | -36.3% |
| 5Y | -39.1% | +14.4% | -53.5% | -42.5% |
| All | -16.4% | +24.5% | -40.9% | -27.2% |
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