+23.6%
GFS vs IT
-15.3%
+38.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +5.9% |
| 7D | +6.2% | -6.8% | +13.1% | +4.6% |
| 30D | -11.4% | -0.6% | -10.8% | -11.2% |
| 3M | -15.5% | +3.1% | -18.5% | -14.1% |
| 6M | -42.6% | +25.5% | -68.1% | -37.1% |
| YTD | +23.2% | -23.5% | +46.7% | +34.7% |
| 1Y | +23.6% | -16.6% | +40.2% | +36.0% |
| All | +23.6% | -15.3% | +38.8% | +36.0% |
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