-10.3%
GFS vs FRSH
-71.6%
+61.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +4.6% | +2.8% | +6.2% |
| 30D | -15.3% | -7.5% | -7.8% | -13.9% |
| 3M | -21.1% | -0.1% | -21.0% | -21.8% |
| 6M | -44.5% | +54.5% | -99.0% | -51.7% |
| YTD | +19.2% | +3.4% | +15.8% | +13.9% |
| 1Y | +27.2% | +6.4% | +20.9% | +20.5% |
| 3Y | -20.1% | -26.3% | +6.1% | -19.1% |
| 5Y | -25.6% | -66.4% | +40.8% | -27.8% |
| All | -10.3% | -71.6% | +61.3% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling