+12.6%
GFS vs IT
-20.0%
+32.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +5.4% |
| 7D | -7.8% | -16.9% | +9.1% | -11.2% |
| 30D | -19.7% | +2.3% | -22.0% | -19.0% |
| 3M | -23.1% | +2.9% | -26.0% | -21.9% |
| 6M | -46.4% | +25.9% | -72.2% | -41.4% |
| YTD | +11.0% | -24.6% | +35.7% | +20.6% |
| 1Y | +12.6% | -16.0% | +28.7% | +22.8% |
| All | +12.6% | -20.0% | +32.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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