-12.7%
GFS vs FIVE
+30.6%
-43.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.7% | -12.6% | -8.0% |
| 7D | -12.5% | +7.5% | -20.0% | -14.7% |
| 30D | -16.9% | +16.7% | -33.6% | -21.1% |
| 3M | -22.3% | +13.4% | -35.6% | -25.8% |
| 6M | -40.2% | +9.0% | -49.3% | -42.7% |
| YTD | +16.0% | +33.8% | -17.8% | +3.9% |
| 1Y | +17.7% | +61.2% | -43.5% | -0.8% |
| 3Y | -23.4% | +42.1% | -65.5% | -35.9% |
| 5Y | -35.4% | +21.4% | -56.8% | -40.7% |
| All | -12.7% | +30.6% | -43.3% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling