-16.4%
GFS vs IT
-41.2%
+24.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +7.2% |
| 7D | -7.8% | -16.9% | +9.1% | -3.8% |
| 30D | -19.7% | +2.3% | -22.0% | -21.3% |
| 3M | -23.1% | +2.9% | -26.0% | -25.8% |
| 6M | -46.4% | +25.9% | -72.2% | -53.9% |
| YTD | +11.0% | -24.6% | +35.7% | +21.9% |
| 1Y | +12.6% | -16.0% | +28.7% | +15.2% |
| 3Y | -24.9% | -51.6% | +26.6% | +5.3% |
| 5Y | -39.1% | -42.6% | +3.6% | -29.1% |
| All | -16.4% | -41.2% | +24.8% | -3.1% |
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