-21.8%
GFS vs FRSH
-31.6%
+9.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -5.3% | -16.0% | +10.7% | -3.4% |
| 30D | -15.8% | -14.7% | -1.1% | -14.4% |
| 3M | -18.6% | -0.8% | -17.8% | -19.0% |
| 6M | -45.0% | +34.5% | -79.5% | -48.5% |
| YTD | +16.8% | -3.0% | +19.8% | +18.7% |
| 1Y | +17.8% | +4.9% | +12.9% | +16.7% |
| All | -21.8% | -31.6% | +9.9% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling