+35.8%
GFS vs FRSH
-3.3%
+39.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +0.6% |
| 7D | +1.0% | -8.2% | +9.2% | -0.6% |
| 30D | -8.6% | +10.5% | -19.1% | -6.6% |
| 3M | -46.5% | +32.7% | -79.3% | -43.1% |
| 6M | -4.8% | +50.3% | -55.1% | +2.6% |
| YTD | +29.7% | +3.9% | +25.7% | +54.7% |
| 1Y | +35.8% | -2.2% | +38.0% | +68.9% |
| All | +35.8% | -3.3% | +39.2% | +68.9% |
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