-29.3%
GFS vs FIVE
+35.4%
-64.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.3% | -5.6% | -8.9% |
| 7D | -20.7% | -1.7% | -19.0% | -20.4% |
| 30D | -25.2% | +14.9% | -40.2% | -27.6% |
| 3M | -26.3% | +7.6% | -33.9% | -27.8% |
| 6M | -50.7% | +6.4% | -57.1% | -51.8% |
| YTD | +4.5% | +28.1% | -23.5% | -2.0% |
| 1Y | +2.5% | +54.7% | -52.3% | -7.8% |
| All | -29.3% | +35.4% | -64.7% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling