-2.4%
GFS vs IT
-42.3%
+39.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.2% | +2.9% |
| 7D | +1.0% | -6.0% | +7.0% | +2.8% |
| 30D | -8.6% | 0.0% | -8.6% | -9.2% |
| 3M | -46.5% | +13.1% | -59.6% | -50.1% |
| 6M | -4.8% | +11.7% | -16.5% | -12.8% |
| YTD | +29.7% | -26.1% | +55.8% | +46.2% |
| 1Y | +35.8% | -21.3% | +57.1% | +45.4% |
| 3Y | -18.3% | -46.7% | +28.4% | +7.6% |
| All | -2.4% | -42.3% | +39.9% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling