+44.6%
GFS vs FRSH
-10.8%
+55.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +3.2% | -11.2% | +14.4% | +1.0% |
| 30D | -9.6% | -0.8% | -8.7% | -9.4% |
| 3M | -38.5% | +26.4% | -64.9% | -35.3% |
| 6M | -1.3% | +48.4% | -49.7% | +5.5% |
| YTD | +31.8% | -3.1% | +34.9% | +56.1% |
| 1Y | +44.6% | -8.7% | +53.2% | +84.4% |
| All | +44.6% | -10.8% | +55.3% | +84.4% |
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