+17.7%
GFS vs FRSH
+21.1%
-3.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.3% | +0.3% | -7.5% |
| 7D | -12.5% | -13.8% | +1.3% | -15.8% |
| 30D | -16.9% | +0.3% | -17.2% | -16.6% |
| 3M | -22.3% | +10.1% | -32.4% | -19.4% |
| 6M | -40.2% | +47.7% | -87.9% | -32.8% |
| YTD | +16.0% | +8.2% | +7.7% | +39.1% |
| 1Y | +17.7% | +21.4% | -3.8% | +37.3% |
| All | +17.7% | +21.1% | -3.4% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling