+37.1%
GFS vs HIG
+5.4%
+31.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -1.3% |
| 7D | +2.6% | -1.1% | +3.7% | +2.1% |
| 30D | -16.4% | -4.9% | -11.5% | -18.3% |
| 3M | -41.6% | +6.8% | -48.4% | -40.2% |
| 6M | -3.7% | -1.7% | -2.0% | -1.4% |
| YTD | +29.3% | -0.2% | +29.5% | +33.7% |
| 1Y | +37.1% | +5.7% | +31.4% | +41.7% |
| All | +37.1% | +5.4% | +31.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HIG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling